+11.7%
DASH vs LHX
+51.5%
-39.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.7% | -2.9% | -4.4% |
| 7D | -10.6% | -2.0% | -8.6% | -10.3% |
| 30D | +2.2% | -9.9% | +12.1% | +3.5% |
| 3M | +32.3% | -16.5% | +48.8% | +35.2% |
| 6M | +19.1% | -29.6% | +48.7% | +25.1% |
| YTD | -6.5% | -11.6% | +5.1% | -5.5% |
| 1Y | -14.9% | -4.1% | -10.8% | -15.1% |
| 3Y | +151.9% | +53.3% | +98.7% | +132.3% |
| 5Y | +9.4% | +22.3% | -12.8% | -3.3% |
| All | +11.7% | +51.5% | -39.8% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LHX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling