+19.1%
DASH vs LMT
-20.6%
+39.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.4% | -3.2% | -4.7% |
| 7D | -10.6% | -6.3% | -4.3% | -11.1% |
| 30D | +2.2% | -8.5% | +10.6% | +1.4% |
| 3M | +32.3% | +1.8% | +30.4% | +32.9% |
| 6M | +19.1% | -19.9% | +39.1% | +19.5% |
| All | +19.1% | -20.6% | +39.7% | +19.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling