-15.7%
DPZ vs LH
+41.7%
-57.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -2.5% | +2.5% | -4.9% | -3.2% |
| 30D | +12.5% | +18.7% | -6.2% | +6.6% |
| 3M | -5.2% | +15.3% | -20.6% | -9.4% |
| 6M | +8.8% | +45.4% | -36.6% | -4.4% |
| YTD | -18.7% | +49.5% | -68.2% | -29.6% |
| 1Y | -15.7% | +41.4% | -57.1% | -22.7% |
| All | -15.7% | +41.7% | -57.3% | -22.7% |
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