+1,549.9%
LLY vs DHI
+414.5%
+1,135.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.9% |
| 7D | -2.9% | -3.4% | +0.5% | -2.4% |
| 30D | -8.4% | -5.4% | -3.0% | -7.7% |
| 3M | -3.8% | -10.4% | +6.7% | -2.4% |
| 6M | +11.9% | -2.8% | +14.7% | +11.9% |
| YTD | +4.3% | -3.4% | +7.7% | +4.2% |
| 1Y | +48.5% | -22.9% | +71.4% | +53.2% |
| 3Y | +91.2% | +20.7% | +70.6% | +79.9% |
| 5Y | +387.5% | +62.1% | +325.3% | +328.3% |
| All | +1,549.9% | +414.5% | +1,135.4% | +1,219.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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