+18.5%
LHX vs DPZ
-34.0%
+52.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.7% |
| 7D | -4.8% | -8.6% | +3.8% | -3.7% |
| 30D | -12.7% | -11.2% | -1.5% | -11.5% |
| 3M | -17.6% | +1.4% | -19.1% | -17.9% |
| 6M | -30.7% | -19.9% | -10.8% | -29.0% |
| YTD | -14.3% | -23.0% | +8.7% | -11.8% |
| 1Y | -8.4% | -28.2% | +19.8% | -5.0% |
| 3Y | +56.7% | -14.2% | +70.9% | +58.1% |
| 5Y | +18.5% | -33.4% | +51.9% | +21.8% |
| All | +18.5% | -34.0% | +52.5% | +21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling