-8.7%
DPZ vs LCID
-96.8%
+88.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +10.4% | -12.6% | -2.8% |
| 7D | +6.6% | +8.9% | -2.4% | +5.9% |
| 30D | +10.3% | -15.4% | +25.7% | +11.1% |
| 3M | -6.2% | -52.9% | +46.7% | -2.3% |
| 6M | +4.2% | -46.8% | +51.1% | +6.7% |
| YTD | -18.4% | -68.9% | +50.5% | -14.2% |
| 1Y | -14.9% | -81.7% | +66.7% | -7.9% |
| 3Y | -4.6% | -92.4% | +87.8% | +5.3% |
| 5Y | -27.4% | -99.2% | +71.8% | -14.2% |
| All | -8.7% | -96.8% | +88.1% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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