-18.0%
DPZ vs LEN
-28.8%
+10.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.4% |
| 7D | -3.5% | -6.4% | +2.8% | -2.1% |
| 30D | +5.7% | +15.6% | -10.0% | +2.4% |
| 3M | -7.5% | -0.8% | -6.7% | -7.8% |
| 6M | +6.2% | +0.4% | +5.8% | +5.0% |
| YTD | -19.8% | -14.1% | -5.6% | -19.9% |
| 1Y | -18.0% | -29.6% | +11.7% | -13.0% |
| All | -18.0% | -28.8% | +10.8% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling