+145.0%
DPZ vs LH
+261.9%
-116.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.7% |
| 7D | +2.2% | +1.1% | +1.2% | +1.9% |
| 30D | +15.5% | +16.7% | -1.3% | +10.0% |
| 3M | -2.0% | +15.1% | -17.1% | -6.3% |
| 6M | +12.1% | +46.3% | -34.2% | -0.4% |
| YTD | -16.6% | +48.8% | -65.3% | -26.5% |
| 1Y | -14.6% | +39.7% | -54.3% | -23.3% |
| 3Y | -4.1% | +87.0% | -91.2% | -22.0% |
| 5Y | -28.3% | +53.0% | -81.3% | -39.0% |
| All | +145.0% | +261.9% | -116.9% | +59.8% |
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