+5,622.1%
DPZ vs LH
+939.0%
+4,683.1%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.1% |
| 6M | -15.2% | +17.0% | -32.1% | -20.3% |
| YTD | -17.2% | +31.3% | -48.5% | -25.9% |
| 1Y | -24.8% | +20.0% | -44.8% | -30.5% |
| 3Y | -8.7% | +63.9% | -72.5% | -26.1% |
| 5Y | -28.9% | +30.9% | -59.8% | -38.2% |
| 10Y | +153.6% | +191.4% | -37.7% | +45.7% |
| All | +5,622.1% | +939.0% | +4,683.1% | +1,873.3% |
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