-6.7%
DPZ vs LCID
-97.1%
+90.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -11.6% | +11.8% | +1.0% |
| 7D | +9.5% | -6.9% | +16.4% | +9.9% |
| 30D | +12.8% | -28.4% | +41.2% | +14.8% |
| 3M | -6.2% | -55.5% | +49.3% | -2.0% |
| 6M | +4.3% | -52.3% | +56.6% | +7.5% |
| YTD | -16.6% | -71.8% | +55.2% | -11.7% |
| 1Y | -12.8% | -82.7% | +69.9% | -5.2% |
| 3Y | -0.8% | -93.5% | +92.7% | +10.6% |
| 5Y | -25.8% | -99.3% | +73.5% | -11.8% |
| All | -6.7% | -97.1% | +90.4% | +5.1% |
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