+5,666.8%
DPZ vs LEN
+188.8%
+5,478.0%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.4% |
| 3M | -6.2% | +4.9% | -11.1% | -7.9% |
| 6M | +4.3% | +7.6% | -3.3% | +1.2% |
| YTD | -16.6% | -8.9% | -7.7% | -15.8% |
| 1Y | -12.8% | -22.7% | +9.9% | -8.2% |
| 3Y | -0.8% | -16.8% | +16.0% | -0.2% |
| 5Y | -25.8% | -1.4% | -24.4% | -30.3% |
| 10Y | +130.9% | +160.3% | -29.4% | +46.1% |
| All | +5,666.8% | +188.8% | +5,478.0% | +2,037.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling