-28.0%
DPZ vs LII
+26.8%
-54.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.6% | +1.8% | +4.6% |
| 7D | +10.1% | +7.9% | +2.2% | +8.1% |
| 30D | +14.6% | -0.6% | +15.2% | +14.6% |
| 3M | -6.8% | -19.3% | +12.6% | -2.0% |
| 6M | +4.4% | -29.8% | +34.2% | +11.7% |
| YTD | -16.8% | -25.4% | +8.6% | -13.5% |
| 1Y | -14.5% | -26.2% | +11.7% | -10.8% |
| 3Y | -1.1% | -4.5% | +3.4% | -9.1% |
| 5Y | -28.0% | +26.7% | -54.6% | -40.9% |
| All | -28.0% | +26.8% | -54.7% | -40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling