+5,666.8%
DPZ vs LH
+1,054.7%
+4,612.0%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.7% |
| 7D | +9.5% | -1.3% | +10.8% | +10.0% |
| 30D | +12.8% | +16.6% | -3.8% | +6.2% |
| 3M | -6.2% | +16.0% | -22.2% | -11.7% |
| 6M | +4.3% | +42.0% | -37.7% | -9.3% |
| YTD | -16.6% | +45.9% | -62.5% | -28.5% |
| 1Y | -12.8% | +46.4% | -59.2% | -25.4% |
| 3Y | -0.8% | +79.0% | -79.8% | -22.6% |
| 5Y | -25.8% | +62.3% | -88.1% | -40.7% |
| 10Y | +130.9% | +265.9% | -135.0% | +20.0% |
| All | +5,666.8% | +1,054.7% | +4,612.0% | +1,803.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling