+203.8%
DHR vs LH
+183.3%
+20.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.9% |
| 7D | -3.6% | -4.7% | +1.1% | -1.3% |
| 30D | -2.7% | -3.5% | +0.7% | -1.0% |
| 3M | +10.9% | +17.7% | -6.8% | +2.4% |
| 6M | +3.0% | +15.8% | -12.7% | -4.1% |
| YTD | -12.2% | +25.1% | -37.3% | -21.5% |
| 1Y | +3.3% | +12.5% | -9.2% | -3.1% |
| 3Y | -8.2% | +59.8% | -68.0% | -28.1% |
| 5Y | -29.9% | +27.1% | -57.0% | -39.5% |
| All | +203.8% | +183.3% | +20.5% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 10y: compounded portfolio wealth divided by compounded LH 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…
10y analysis · Full analysis span regression · 6 months rolling