+155.0%
DPZ vs LII
+168.6%
-13.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -2.0% |
| 7D | -2.5% | -0.7% | -1.8% | -2.4% |
| 30D | -7.0% | -12.6% | +5.6% | -4.1% |
| 3M | +11.6% | -24.4% | +36.0% | +17.6% |
| 6M | -15.2% | -28.7% | +13.5% | -9.8% |
| YTD | -17.2% | -19.1% | +1.9% | -15.2% |
| 1Y | -24.8% | -29.7% | +4.9% | -20.4% |
| 3Y | -8.7% | +4.8% | -13.4% | -14.7% |
| 5Y | -28.9% | +24.6% | -53.5% | -38.4% |
| All | +155.0% | +168.6% | -13.6% | +78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling