-21.8%
DHR vs LTH
+152.0%
-173.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.1% |
| 7D | -2.4% | -4.0% | +1.6% | -1.7% |
| 30D | -2.2% | -1.7% | -0.5% | -2.0% |
| 3M | +9.0% | +28.0% | -19.0% | +3.9% |
| 6M | +3.5% | +54.1% | -50.6% | -5.1% |
| YTD | -10.1% | +57.1% | -67.2% | -18.0% |
| 1Y | +6.2% | +45.8% | -39.6% | -2.0% |
| 3Y | -5.4% | +157.6% | -162.9% | -22.6% |
| All | -21.8% | +152.0% | -173.8% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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