-21.7%
DHR vs LTH
+156.3%
-178.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.9% |
| 7D | -0.8% | +1.5% | -2.4% | -1.1% |
| 30D | +0.2% | -3.1% | +3.3% | +0.7% |
| 3M | +12.1% | +28.1% | -16.1% | +6.9% |
| 6M | +5.4% | +67.4% | -62.0% | -4.9% |
| YTD | -10.0% | +59.8% | -69.8% | -18.1% |
| 1Y | +4.1% | +45.6% | -41.5% | -3.9% |
| 3Y | -5.2% | +162.0% | -167.2% | -22.7% |
| All | -21.7% | +156.3% | -178.0% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling