+132.0%
DPZ vs LH
+263.2%
-131.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | -3.5% | +1.2% | -4.8% | -3.9% |
| 30D | +5.7% | +18.0% | -12.3% | +0.4% |
| 3M | -7.5% | +15.7% | -23.2% | -11.7% |
| 6M | +6.2% | +46.6% | -40.4% | -5.7% |
| YTD | -19.8% | +49.5% | -69.3% | -29.4% |
| 1Y | -18.0% | +40.2% | -58.2% | -26.4% |
| 3Y | -8.8% | +87.6% | -96.4% | -25.8% |
| 5Y | -30.2% | +59.3% | -89.5% | -41.2% |
| 10Y | +132.0% | +266.1% | -134.1% | +53.8% |
| All | +132.0% | +263.2% | -131.2% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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