+208.4%
DHR vs LII
+167.7%
+40.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.7% |
| 7D | -0.8% | +2.1% | -2.9% | -1.6% |
| 30D | +0.2% | -12.4% | +12.6% | +4.8% |
| 3M | +12.1% | -24.8% | +36.9% | +22.1% |
| 6M | +5.4% | -25.2% | +30.6% | +14.2% |
| YTD | -10.0% | -20.3% | +10.3% | -5.2% |
| 1Y | +4.1% | -32.9% | +37.0% | +16.6% |
| 3Y | -5.2% | +2.0% | -7.2% | -11.1% |
| 5Y | -28.2% | +24.4% | -52.7% | -39.9% |
| 10Y | +208.4% | +167.2% | +41.2% | +106.3% |
| All | +208.4% | +167.7% | +40.7% | +106.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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