+1,111.2%
DHI vs LYB
+624.6%
+486.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.7% | +2.1% |
| 7D | -3.4% | +0.3% | -3.7% | -3.5% |
| 30D | -5.4% | +2.5% | -7.9% | -6.6% |
| 3M | -10.4% | +1.4% | -11.8% | -11.9% |
| 6M | -2.8% | -3.5% | +0.7% | -5.3% |
| YTD | -3.4% | +52.0% | -55.4% | -22.4% |
| 1Y | -22.9% | +22.1% | -45.0% | -32.7% |
| 3Y | +20.7% | -22.8% | +43.5% | +24.2% |
| 5Y | +62.1% | -3.4% | +65.5% | +48.2% |
| 10Y | +410.4% | +47.4% | +363.1% | +247.5% |
| All | +1,111.2% | +624.6% | +486.6% | +240.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 all: compounded portfolio wealth divided by compounded LYB 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…
all analysis · Full analysis span regression · 6 months rolling