+5,622.1%
DPZ vs LEN
+161.8%
+5,460.3%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.4% |
| 7D | -2.5% | -3.2% | +0.6% | -1.7% |
| 30D | -7.0% | -4.9% | -2.1% | -5.7% |
| 3M | +11.6% | -8.5% | +20.1% | +13.9% |
| 6M | -15.2% | -20.7% | +5.5% | -10.3% |
| YTD | -17.2% | -17.4% | +0.2% | -13.9% |
| 1Y | -24.8% | -38.2% | +13.4% | -15.6% |
| 3Y | -8.7% | -24.9% | +16.2% | -5.3% |
| 5Y | -28.9% | -11.4% | -17.5% | -31.1% |
| 10Y | +153.6% | +110.0% | +43.6% | +71.5% |
| All | +5,622.1% | +161.8% | +5,460.3% | +2,087.2% |
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