+130.2%
DPZ vs LDOS
+257.0%
-126.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.7% | +4.7% | +5.3% |
| 7D | +10.1% | -2.8% | +12.9% | +10.7% |
| 30D | +14.6% | +13.6% | +1.0% | +11.6% |
| 3M | -6.8% | +4.2% | -11.0% | -7.8% |
| 6M | +4.4% | -8.2% | +12.6% | +5.4% |
| YTD | -16.8% | -24.1% | +7.3% | -13.2% |
| 1Y | -14.5% | -31.2% | +16.8% | -8.9% |
| 3Y | -1.1% | +35.0% | -36.1% | -9.1% |
| 5Y | -28.0% | +52.6% | -80.6% | -35.9% |
| 10Y | +130.2% | +261.9% | -131.6% | +69.8% |
| All | +130.2% | +257.0% | -126.7% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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