+129.4%
LITE vs DHR
+13.4%
+116.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.1% | +8.6% | +11.0% |
| 7D | -12.9% | +3.1% | -16.0% | -12.4% |
| 30D | -46.0% | +7.0% | -52.9% | -44.9% |
| 3M | -33.0% | +15.0% | -48.1% | -29.5% |
| 6M | -34.0% | +37.9% | -71.9% | -28.7% |
| YTD | +61.7% | +3.3% | +58.4% | +82.4% |
| All | +129.4% | +13.4% | +116.0% | +193.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 1y: compounded portfolio wealth divided by compounded DHR 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…
1y analysis · Full analysis span regression · 6 months rolling