-25.4%
DPZ vs LTH
+184.4%
-209.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.8% | -1.9% |
| 7D | +6.6% | +4.5% | +2.1% | +5.8% |
| 30D | +10.3% | +16.3% | -6.1% | +7.5% |
| 3M | -6.2% | +8.4% | -14.5% | -7.5% |
| 6M | +4.2% | +40.3% | -36.0% | -1.6% |
| YTD | -18.4% | +77.3% | -95.7% | -26.4% |
| 1Y | -14.9% | +88.0% | -102.9% | -24.1% |
| 3Y | -4.6% | +274.3% | -278.9% | -24.7% |
| 5Y | -27.4% | +142.9% | -170.3% | -43.5% |
| All | -25.4% | +184.4% | -209.8% | -43.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling