+98.6%
DASH vs LMT
+46.8%
+51.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.5% | -4.0% | -1.4% |
| 7D | -2.8% | -5.6% | +2.8% | -3.1% |
| 30D | -9.3% | +18.4% | -27.6% | -9.0% |
| 3M | -15.1% | +0.6% | -15.7% | -15.0% |
| 6M | +8.7% | +20.6% | -11.9% | +9.0% |
| YTD | -21.3% | +27.0% | -48.3% | -21.8% |
| 1Y | -12.7% | +36.9% | -49.5% | -13.7% |
| All | +98.6% | +46.8% | +51.8% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT 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 3y: compounded portfolio wealth divided by compounded LMT 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…
3y analysis · Full analysis span regression · 6 months rolling