+2,689.1%
DPZ vs LDOS
+494.7%
+2,194.3%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.9% |
| 7D | -2.5% | -5.4% | +2.9% | -1.1% |
| 30D | -7.0% | +4.9% | -11.9% | -8.4% |
| 3M | +11.6% | +7.2% | +4.4% | +8.9% |
| 6M | -15.2% | -24.2% | +9.1% | -9.1% |
| YTD | -17.2% | -25.8% | +8.6% | -11.4% |
| 1Y | -24.8% | -24.7% | -0.1% | -19.9% |
| 3Y | -8.7% | +39.3% | -47.9% | -19.9% |
| 5Y | -28.9% | +43.3% | -72.2% | -39.1% |
| 10Y | +153.6% | +278.6% | -124.9% | +46.6% |
| All | +2,689.1% | +494.7% | +2,194.3% | +1,186.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling