-14.6%
DPZ vs LH
+41.3%
-55.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -6.2% |
| 6M | +12.1% | +46.3% | -34.2% | -1.6% |
| YTD | -16.6% | +48.8% | -65.3% | -27.6% |
| 1Y | -14.6% | +39.7% | -54.3% | -20.9% |
| All | -14.6% | +41.3% | -55.9% | -20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling