+138.9%
DPZ vs LNT
+185.4%
-46.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.6% |
| 7D | -2.5% | -0.5% | -1.9% | -2.3% |
| 30D | +12.5% | +9.9% | +2.6% | +10.2% |
| 3M | -5.2% | +4.8% | -10.0% | -6.2% |
| 6M | +8.8% | +2.2% | +6.6% | +8.2% |
| YTD | -18.7% | +15.9% | -34.5% | -21.4% |
| 1Y | -15.7% | +10.6% | -26.2% | -17.7% |
| 3Y | -7.5% | +66.1% | -73.6% | -17.4% |
| 5Y | -30.1% | +55.6% | -85.7% | -37.0% |
| All | +138.9% | +185.4% | -46.5% | +84.2% |
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