+1,014.7%
LITE vs DHI
+60.0%
+954.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +1.0% |
| 7D | +13.6% | -2.3% | +15.9% | +14.1% |
| 30D | +21.6% | -5.3% | +26.8% | +22.5% |
| 3M | +20.3% | -7.8% | +28.1% | +21.7% |
| 6M | +54.4% | -5.4% | +59.7% | +53.9% |
| YTD | +168.3% | -2.7% | +171.0% | +163.5% |
| 1Y | +551.8% | -21.0% | +572.8% | +577.0% |
| 3Y | +1,891.5% | +22.2% | +1,869.3% | +1,558.1% |
| 5Y | +1,014.7% | +62.2% | +952.5% | +682.7% |
| All | +1,014.7% | +60.0% | +954.7% | +682.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling