+222.0%
LHX vs DPZ
+141.0%
+81.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.9% |
| 7D | -4.3% | -8.6% | +4.4% | -3.1% |
| 30D | -15.1% | -11.9% | -3.2% | -13.7% |
| 3M | -21.0% | +0.4% | -21.4% | -21.2% |
| 6M | -32.0% | -19.9% | -12.1% | -30.1% |
| YTD | -15.3% | -24.4% | +9.1% | -12.4% |
| 1Y | -11.1% | -30.4% | +19.4% | -7.0% |
| 3Y | +54.0% | -17.4% | +71.4% | +55.9% |
| 5Y | +17.1% | -34.6% | +51.7% | +21.0% |
| All | +222.0% | +141.0% | +81.0% | +160.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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