+901.5%
LITE vs DHR
-27.4%
+928.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.6% | +4.5% |
| 7D | -1.5% | -3.9% | +2.4% | -0.3% |
| 30D | +6.7% | +4.0% | +2.6% | +5.1% |
| 3M | -6.8% | +11.5% | -18.2% | -11.8% |
| 6M | +29.4% | +1.9% | +27.6% | +26.9% |
| YTD | +139.1% | -8.9% | +148.0% | +145.0% |
| 1Y | +521.0% | +5.1% | +515.9% | +492.5% |
| 3Y | +1,535.3% | -10.3% | +1,545.6% | +1,528.8% |
| All | +901.5% | -27.4% | +928.9% | +894.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling