+12,289.5%
DHI vs LH
+596.3%
+11,693.2%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.4% | +2.0% | -1.4% |
| 7D | -6.1% | -7.4% | +1.3% | -4.4% |
| 30D | -10.1% | -4.6% | -5.5% | -9.1% |
| 3M | -7.3% | +14.5% | -21.8% | -10.3% |
| 6M | -6.1% | +14.8% | -20.9% | -9.1% |
| YTD | -5.0% | +23.3% | -28.3% | -9.7% |
| 1Y | -22.1% | +13.6% | -35.7% | -24.5% |
| 3Y | +19.2% | +56.3% | -37.1% | +7.1% |
| 5Y | +59.4% | +25.2% | +34.2% | +50.1% |
| 10Y | +401.8% | +179.1% | +222.8% | +298.5% |
| All | +12,289.5% | +596.3% | +11,693.2% | +7,153.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling