+404.6%
DHI vs LH
+183.3%
+221.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +0.9% |
| 7D | -3.4% | -4.7% | +1.3% | -0.7% |
| 30D | -5.4% | -3.5% | -2.0% | -3.5% |
| 3M | -10.4% | +17.7% | -28.1% | -18.6% |
| 6M | -2.8% | +15.8% | -18.5% | -10.8% |
| YTD | -3.4% | +25.1% | -28.5% | -15.4% |
| 1Y | -22.9% | +12.5% | -35.4% | -28.5% |
| 3Y | +20.7% | +59.8% | -39.1% | -9.7% |
| 5Y | +62.1% | +27.1% | +35.1% | +35.7% |
| All | +404.6% | +183.3% | +221.3% | +156.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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