+121.1%
DPZ vs LNT
+166.8%
-45.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | +3.7% | +0.6% | +3.1% | +3.5% |
| 30D | +8.0% | +12.4% | -4.4% | +5.2% |
| 3M | -4.2% | +6.7% | -10.9% | -5.6% |
| 6M | +4.6% | +3.9% | +0.7% | +3.6% |
| YTD | -18.4% | +16.5% | -34.9% | -21.3% |
| 1Y | -16.8% | +12.5% | -29.3% | -19.1% |
| 3Y | -5.0% | +66.9% | -71.9% | -15.4% |
| 5Y | -27.8% | +56.1% | -83.9% | -35.2% |
| 10Y | +121.1% | +173.2% | -52.1% | +63.2% |
| All | +121.1% | +166.8% | -45.8% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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