I agree, but that's what I see. Also, he doesn't have to actually hold the dagger for it to work as a ter'angreal. And Callandor could technically be held by one of the ladies while they can still use it effectively.
I was going to say, Rand specifically mentions that Justice wasn't from Lews Therin's memories.
Also, if you look at Rand's left thigh in the cover you can see Justice and a dagger (presumably the dagger Aviendha found that hides you from the DO) sheathed there.