+128.9%
DPZ vs LDOS
+256.7%
-127.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +9.5% | -3.7% | +13.2% | +10.3% |
| 30D | +12.8% | +16.4% | -3.6% | +9.4% |
| 3M | -6.2% | +7.4% | -13.6% | -7.9% |
| 6M | +4.3% | -0.3% | +4.6% | +3.7% |
| YTD | -16.6% | -24.0% | +7.4% | -13.0% |
| 1Y | -12.8% | -29.6% | +16.7% | -7.7% |
| 3Y | -0.8% | +35.1% | -36.0% | -8.9% |
| 5Y | -25.8% | +52.9% | -78.7% | -34.0% |
| All | +128.9% | +256.7% | -127.8% | +68.7% |
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