-27.5%
DPZ vs LH
+62.5%
-90.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.5% |
| 7D | +6.6% | +1.4% | +5.1% | +6.0% |
| 30D | +10.3% | +17.5% | -7.2% | +3.7% |
| 3M | -6.2% | +16.1% | -22.2% | -11.5% |
| 6M | +4.2% | +43.4% | -39.1% | -9.3% |
| YTD | -18.4% | +47.2% | -65.6% | -30.0% |
| 1Y | -14.9% | +50.1% | -65.1% | -27.6% |
| 3Y | -4.6% | +81.2% | -85.8% | -26.0% |
| All | -27.5% | +62.5% | -90.0% | -42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling