-28.8%
DPZ vs LH
+31.5%
-60.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.2% |
| 7D | -2.5% | -2.5% | -0.1% | -1.6% |
| 30D | -7.0% | +4.3% | -11.3% | -8.5% |
| 3M | +11.6% | +25.5% | -13.9% | +2.3% |
| 6M | -15.2% | +17.0% | -32.1% | -20.3% |
| YTD | -17.2% | +31.3% | -48.5% | -25.7% |
| 1Y | -24.8% | +20.0% | -44.8% | -30.3% |
| 3Y | -8.7% | +63.9% | -72.5% | -26.3% |
| All | -28.8% | +31.5% | -60.3% | -39.9% |
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 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