+5,083.9%
LITE vs DHR
+471.9%
+4,611.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.2% |
| 3M | -6.8% | +11.5% | -18.2% | -11.2% |
| 6M | +29.4% | +1.9% | +27.6% | +26.5% |
| YTD | +139.1% | -8.9% | +148.0% | +142.1% |
| 1Y | +521.0% | +5.1% | +515.9% | +495.5% |
| 3Y | +1,535.3% | -10.3% | +1,545.6% | +1,536.8% |
| 5Y | +889.8% | -27.8% | +917.6% | +943.8% |
| 10Y | +2,400.7% | +203.6% | +2,197.1% | +1,863.5% |
| All | +5,083.9% | +471.9% | +4,611.9% | +3,937.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling