+542.4%
LITE vs DHI
+64.9%
+477.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.8% | +2.0% | -1.1% |
| 7D | -13.9% | +3.1% | -17.0% | -14.5% |
| 30D | -46.9% | +11.0% | -57.9% | -48.4% |
| 3M | -28.0% | +2.1% | -30.1% | -29.1% |
| 6M | -35.2% | +1.7% | -36.9% | -36.5% |
| YTD | +58.9% | +4.9% | +54.0% | +52.5% |
| 1Y | +125.3% | +4.8% | +120.5% | +115.0% |
| 3Y | +1,344.4% | +25.9% | +1,318.6% | +1,099.5% |
| All | +542.4% | +64.9% | +477.4% | +348.9% |
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