+16,984.9%
LLY vs DHI
+12,556.3%
+4,428.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.8% | -1.8% |
| 7D | -3.1% | -2.0% | -1.1% | -2.9% |
| 30D | -5.1% | -8.3% | +3.3% | -4.1% |
| 3M | -2.1% | -3.7% | +1.7% | -1.8% |
| 6M | +13.8% | -5.4% | +19.2% | +14.2% |
| YTD | +5.1% | -3.0% | +8.1% | +4.9% |
| 1Y | +53.1% | -23.8% | +77.0% | +57.3% |
| 3Y | +95.6% | +21.8% | +73.8% | +86.9% |
| 5Y | +361.5% | +59.6% | +301.9% | +320.8% |
| 10Y | +1,545.2% | +391.2% | +1,154.0% | +1,168.6% |
| All | +16,984.9% | +12,556.3% | +4,428.6% | +9,176.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling