-14.6%
DPZ vs LEN
-30.4%
+15.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +2.2% | -5.8% | +8.0% | +3.5% |
| 30D | +15.5% | +13.7% | +1.8% | +12.3% |
| 3M | -2.0% | -3.9% | +1.9% | -1.6% |
| 6M | +12.1% | -0.4% | +12.5% | +11.2% |
| YTD | -16.6% | -16.8% | +0.3% | -16.1% |
| 1Y | -14.6% | -29.5% | +14.9% | -9.7% |
| All | -14.6% | -30.4% | +15.8% | -9.7% |
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