+7.4%
DASH vs LMT
+69.3%
-61.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.4% | -3.2% | -4.7% |
| 7D | -10.6% | -6.3% | -4.3% | -10.7% |
| 30D | +2.2% | -8.5% | +10.6% | +2.0% |
| 3M | +32.3% | +1.8% | +30.4% | +32.4% |
| 6M | +19.1% | -19.9% | +39.1% | +19.0% |
| YTD | -6.5% | +10.6% | -17.1% | -6.7% |
| 1Y | -14.9% | +17.9% | -32.8% | -15.1% |
| 3Y | +151.9% | +27.0% | +125.0% | +151.5% |
| All | +7.4% | +69.3% | -61.9% | +5.8% |
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