-25.8%
DPZ vs LII
+22.0%
-47.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +1.0% |
| 7D | +9.5% | +0.2% | +9.3% | +9.4% |
| 30D | +12.8% | -4.6% | +17.4% | +13.9% |
| 3M | -6.2% | -21.7% | +15.4% | -0.8% |
| 6M | +4.3% | -32.8% | +37.1% | +12.8% |
| YTD | -16.6% | -27.5% | +10.9% | -12.6% |
| 1Y | -12.8% | -28.0% | +15.1% | -8.6% |
| 3Y | -0.8% | -7.2% | +6.4% | -8.2% |
| 5Y | -25.8% | +22.6% | -48.4% | -38.2% |
| All | -25.8% | +22.0% | -47.8% | -38.2% |
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