+101.7%
DHI vs LCID
-95.9%
+197.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.8% | +1.6% |
| 7D | -3.4% | -9.8% | +6.4% | -2.6% |
| 30D | -5.4% | -35.5% | +30.0% | -2.0% |
| 3M | -10.4% | -18.4% | +7.9% | -10.2% |
| 6M | -2.8% | -60.5% | +57.7% | +3.4% |
| YTD | -3.4% | -60.1% | +56.7% | +2.1% |
| 1Y | -22.9% | -78.8% | +55.9% | -14.2% |
| 3Y | +20.7% | -92.8% | +113.5% | +40.6% |
| 5Y | +62.1% | -97.9% | +160.0% | +101.7% |
| All | +101.7% | -95.9% | +197.6% | +124.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 10y: compounded portfolio wealth divided by compounded LCID 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…
10y analysis · Full analysis span regression · 6 months rolling