+20.7%
DHI vs LH
+58.7%
-38.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +0.9% |
| 7D | -3.4% | -4.7% | +1.3% | -0.9% |
| 30D | -5.4% | -3.5% | -2.0% | -3.6% |
| 3M | -10.4% | +17.7% | -28.1% | -18.1% |
| 6M | -2.8% | +15.8% | -18.5% | -10.4% |
| YTD | -3.4% | +25.1% | -28.5% | -14.6% |
| 1Y | -22.9% | +12.5% | -35.4% | -28.2% |
| 3Y | +20.7% | +59.8% | -39.1% | -9.2% |
| All | +20.7% | +58.7% | -38.0% | -9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling