-11.6%
DHR vs LII
+19.9%
-31.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +2.4% |
| 7D | -0.9% | -0.6% | -0.2% | -0.7% |
| 30D | +5.4% | -4.6% | +10.0% | +6.6% |
| 3M | +15.3% | -21.2% | +36.6% | +24.8% |
| 6M | +32.1% | -36.4% | +68.6% | +52.4% |
| YTD | +1.2% | -28.9% | +30.1% | +10.2% |
| 1Y | +10.1% | -29.5% | +39.6% | +20.2% |
| 3Y | +19.9% | -8.6% | +28.4% | +13.0% |
| All | -11.6% | +19.9% | -31.5% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling