-25.8%
DPZ vs LEN
+0.4%
-26.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.5% |
| 7D | +9.5% | +7.2% | +2.3% | +7.4% |
| 30D | +12.8% | +19.1% | -6.3% | +7.3% |
| 3M | -6.2% | +4.9% | -11.1% | -7.9% |
| 6M | +4.3% | +7.6% | -3.3% | +1.1% |
| YTD | -16.6% | -8.9% | -7.7% | -15.9% |
| 1Y | -12.8% | -22.7% | +9.9% | -8.0% |
| 3Y | -0.8% | -16.8% | +16.0% | -2.7% |
| 5Y | -25.8% | -1.4% | -24.4% | -35.0% |
| All | -25.8% | +0.4% | -26.2% | -35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling