+484.1%
DHI vs LSCC
+1,351.6%
-867.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.5% | +6.2% | +1.9% |
| 7D | -4.1% | +7.0% | -11.1% | -5.7% |
| 30D | +9.3% | -2.3% | +11.6% | +8.4% |
| 3M | -2.6% | -12.5% | +10.0% | -1.5% |
| 6M | +4.1% | -10.6% | +14.7% | +2.9% |
| YTD | +2.3% | +52.7% | -50.4% | -12.5% |
| 1Y | +2.7% | +74.0% | -71.2% | -15.0% |
| 3Y | +23.2% | +104.8% | -81.6% | -9.2% |
| 5Y | +57.3% | +36.2% | +21.1% | +20.8% |
| All | +484.1% | +1,351.6% | -867.4% | +161.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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