-14.5%
DPZ vs LTH
+84.0%
-98.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +6.3% | -0.9% | +4.6% |
| 7D | +10.1% | +9.9% | +0.2% | +8.7% |
| 30D | +14.6% | +18.3% | -3.7% | +12.1% |
| 3M | -6.8% | +5.9% | -12.7% | -7.8% |
| 6M | +4.4% | +80.3% | -75.9% | -3.2% |
| YTD | -16.8% | +78.3% | -95.1% | -23.0% |
| 1Y | -14.5% | +81.0% | -95.5% | -21.3% |
| All | -14.5% | +84.0% | -98.5% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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