+404.6%
DHI vs LNT
+148.3%
+256.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -3.4% | -1.0% | -2.4% | -2.9% |
| 30D | -5.4% | -4.2% | -1.2% | -3.4% |
| 3M | -10.4% | -6.7% | -3.8% | -7.3% |
| 6M | -2.8% | -3.6% | +0.8% | -1.2% |
| YTD | -3.4% | +5.9% | -9.3% | -6.5% |
| 1Y | -22.9% | +7.3% | -30.2% | -25.8% |
| 3Y | +20.7% | +46.5% | -25.8% | -1.7% |
| 5Y | +62.1% | +32.5% | +29.7% | +37.2% |
| All | +404.6% | +148.3% | +256.3% | +248.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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