+124.0%
DPZ vs LII
+162.0%
-38.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -1.7% |
| 7D | +6.6% | -0.6% | +7.2% | +6.7% |
| 30D | +10.3% | -4.6% | +14.9% | +11.3% |
| 3M | -6.2% | -21.2% | +15.1% | -1.1% |
| 6M | +4.2% | -36.4% | +40.7% | +14.1% |
| YTD | -18.4% | -28.9% | +10.5% | -13.9% |
| 1Y | -14.9% | -29.5% | +14.6% | -10.1% |
| 3Y | -4.6% | -8.6% | +3.9% | -8.1% |
| 5Y | -27.4% | +20.2% | -47.6% | -36.6% |
| All | +124.0% | +162.0% | -38.0% | +50.5% |
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