+404.6%
DHI vs LEN
+108.0%
+296.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | -0.2% |
| 7D | -3.4% | -4.8% | +1.4% | +0.7% |
| 30D | -5.4% | -6.6% | +1.1% | +0.2% |
| 3M | -10.4% | -15.7% | +5.2% | +3.4% |
| 6M | -2.8% | -16.6% | +13.9% | +13.1% |
| YTD | -3.4% | -21.3% | +17.9% | +17.8% |
| 1Y | -22.9% | -42.0% | +19.1% | +21.7% |
| 3Y | +20.7% | -27.9% | +48.6% | +59.9% |
| 5Y | +62.1% | -10.7% | +72.8% | +80.4% |
| All | +404.6% | +108.0% | +296.6% | +172.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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