+404.6%
DHI vs LII
+165.8%
+238.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.8% |
| 7D | -3.4% | -6.3% | +2.9% | +0.5% |
| 30D | -5.4% | -13.0% | +7.6% | +2.9% |
| 3M | -10.4% | -29.0% | +18.6% | +8.0% |
| 6M | -2.8% | -27.7% | +24.9% | +14.6% |
| YTD | -3.4% | -24.2% | +20.8% | +10.2% |
| 1Y | -22.9% | -34.8% | +11.9% | -3.7% |
| 3Y | +20.7% | -4.2% | +24.9% | +11.1% |
| 5Y | +62.1% | +20.9% | +41.2% | +23.2% |
| All | +404.6% | +165.8% | +238.8% | +137.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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