+59.4%
DHI vs LII
+21.0%
+38.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -1.9% |
| 7D | -6.1% | -3.5% | -2.6% | -4.2% |
| 30D | -10.1% | -13.5% | +3.4% | -2.3% |
| 3M | -7.3% | -26.0% | +18.7% | +7.8% |
| 6M | -6.1% | -26.8% | +20.7% | +8.8% |
| YTD | -5.0% | -22.9% | +17.8% | +6.2% |
| 1Y | -22.1% | -32.6% | +10.5% | -5.8% |
| 3Y | +19.2% | -1.3% | +20.5% | +5.7% |
| 5Y | +59.4% | +23.1% | +36.3% | +12.3% |
| All | +59.4% | +21.0% | +38.4% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling