-24.4%
DPZ vs LTH
+160.9%
-185.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | -2.5% | -0.6% | -1.9% | -2.5% |
| 30D | -7.0% | -4.6% | -2.4% | -6.3% |
| 3M | +11.6% | +32.8% | -21.2% | +6.5% |
| 6M | -15.2% | +64.6% | -79.8% | -22.4% |
| YTD | -17.2% | +62.6% | -79.9% | -24.3% |
| 1Y | -24.8% | +49.9% | -74.8% | -30.4% |
| 3Y | -8.7% | +151.3% | -160.0% | -23.3% |
| All | -24.4% | +160.9% | -185.3% | -41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling