+62.2%
DHI vs LSCC
+82.7%
-20.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.1% | +0.7% |
| 7D | -2.3% | +1.4% | -3.7% | -2.7% |
| 30D | -5.3% | -10.0% | +4.8% | -3.3% |
| 3M | -7.8% | -16.1% | +8.3% | -5.4% |
| 6M | -5.4% | +27.4% | -32.8% | -12.9% |
| YTD | -2.7% | +56.9% | -59.6% | -15.6% |
| 1Y | -21.0% | +74.6% | -95.5% | -33.9% |
| 3Y | +22.2% | +26.0% | -3.8% | +6.4% |
| 5Y | +62.2% | +86.1% | -23.9% | +7.8% |
| All | +62.2% | +82.7% | -20.6% | +7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling