+1,331.0%
LITE vs DHI
+26.9%
+1,304.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.8% | +2.0% | -1.8% |
| 7D | -13.9% | +3.1% | -17.0% | -13.8% |
| 30D | -46.9% | +11.0% | -57.9% | -47.0% |
| 3M | -28.0% | +2.1% | -30.1% | -28.0% |
| 6M | -35.2% | +1.7% | -36.9% | -35.2% |
| YTD | +58.9% | +4.9% | +54.0% | +56.8% |
| 1Y | +125.3% | +4.8% | +120.5% | +121.2% |
| All | +1,331.0% | +26.9% | +1,304.2% | +905.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 3y: compounded portfolio wealth divided by compounded DHI 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…
3y analysis · Full analysis span regression · 6 months rolling