-10.9%
DHR vs LTH
+180.7%
-191.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | 0.0% |
| 7D | +1.2% | -1.3% | +2.5% | +1.4% |
| 30D | +3.7% | +15.7% | -12.0% | +1.0% |
| 3M | +14.5% | +5.0% | +9.5% | +13.2% |
| 6M | +40.9% | +37.7% | +3.2% | +32.4% |
| YTD | +2.4% | +75.0% | -72.6% | -8.6% |
| 1Y | +6.1% | +82.6% | -76.5% | -6.0% |
| 3Y | +21.0% | +241.3% | -220.3% | -5.3% |
| 5Y | -11.4% | +135.4% | -146.8% | -34.3% |
| All | -10.9% | +180.7% | -191.6% | -32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling