+3,068.2%
LITE vs DHR
+535.3%
+2,532.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.7% | +3.9% | +5.1% |
| 7D | -35.9% | -0.9% | -35.1% | -35.6% |
| 30D | -51.5% | +5.4% | -56.9% | -52.1% |
| 3M | -35.7% | +15.3% | -51.1% | -38.5% |
| 6M | -43.0% | +32.1% | -75.1% | -48.8% |
| YTD | +46.1% | +1.2% | +44.9% | +43.4% |
| 1Y | +124.7% | +10.1% | +114.6% | +114.0% |
| 3Y | +1,172.1% | +19.9% | +1,152.2% | +1,062.3% |
| 5Y | +477.0% | -8.8% | +485.8% | +468.4% |
| 10Y | +1,465.7% | +255.3% | +1,210.4% | +1,091.3% |
| All | +3,068.2% | +535.3% | +2,532.9% | +2,291.1% |
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