+1,617.1%
LHX vs DPZ
+5,417.8%
-3,800.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.3% |
| 7D | -2.0% | -2.5% | +0.6% | -1.4% |
| 30D | -9.9% | -7.0% | -3.0% | -8.5% |
| 3M | -16.5% | +11.6% | -28.1% | -19.0% |
| 6M | -29.6% | -15.2% | -14.4% | -27.3% |
| YTD | -11.6% | -17.2% | +5.7% | -8.2% |
| 1Y | -4.1% | -24.8% | +20.8% | +1.7% |
| 3Y | +53.3% | -8.7% | +61.9% | +52.0% |
| 5Y | +22.3% | -28.9% | +51.2% | +26.1% |
| 10Y | +231.9% | +153.6% | +78.2% | +126.0% |
| All | +1,617.1% | +5,417.8% | -3,800.7% | +295.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling