+3,409.5%
LITE vs DHI
+492.1%
+2,917.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.8% | -5.2% | -4.7% |
| 7D | +10.8% | -4.1% | +14.9% | +12.1% |
| 30D | -33.4% | +9.3% | -42.7% | -36.2% |
| 3M | -32.2% | -2.6% | -29.7% | -32.9% |
| 6M | -42.1% | +4.1% | -46.2% | -44.5% |
| YTD | +61.9% | +2.3% | +59.6% | +53.8% |
| 1Y | +163.0% | +2.7% | +160.2% | +147.8% |
| 3Y | +1,358.0% | +23.2% | +1,334.8% | +1,109.0% |
| 5Y | +549.9% | +57.3% | +492.6% | +372.4% |
| 10Y | +1,530.1% | +497.8% | +1,032.3% | +521.2% |
| All | +3,409.5% | +492.1% | +2,917.4% | +1,228.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling