+3,475.2%
DHR vs LII
+3,124.4%
+350.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.7% | -1.9% |
| 7D | -3.9% | -0.7% | -3.2% | -3.7% |
| 30D | +4.0% | -12.6% | +16.6% | +8.1% |
| 3M | +11.5% | -24.4% | +35.9% | +19.8% |
| 6M | +1.9% | -28.7% | +30.6% | +10.7% |
| YTD | -8.9% | -19.1% | +10.2% | -4.9% |
| 1Y | +5.1% | -29.7% | +34.8% | +14.0% |
| 3Y | -10.3% | +4.8% | -15.1% | -14.7% |
| 5Y | -27.8% | +24.6% | -52.4% | -35.8% |
| 10Y | +203.6% | +169.2% | +34.4% | +111.1% |
| All | +3,475.2% | +3,124.4% | +350.8% | +1,115.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling