-27.5%
DASH vs LMT
+107.8%
-135.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | +0.1% |
| 7D | -10.2% | +2.5% | -12.8% | -10.1% |
| 30D | -8.2% | +19.2% | -27.4% | -7.7% |
| 3M | -15.9% | +2.7% | -18.6% | -15.8% |
| 6M | +13.3% | +20.6% | -7.3% | +14.0% |
| YTD | -21.3% | +28.4% | -49.7% | -21.0% |
| 1Y | -11.1% | +36.9% | -48.1% | -10.9% |
| 3Y | +103.8% | +48.5% | +55.3% | +106.0% |
| All | -27.5% | +107.8% | -135.3% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling