+155.0%
DPZ vs LNT
+141.9%
+13.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -2.5% | -0.1% | -2.5% | -2.5% |
| 30D | -7.0% | -3.2% | -3.8% | -6.3% |
| 3M | +11.6% | -4.1% | +15.7% | +12.6% |
| 6M | -15.2% | -4.6% | -10.6% | -14.3% |
| YTD | -17.2% | +7.0% | -24.2% | -18.6% |
| 1Y | -24.8% | +8.3% | -33.1% | -26.3% |
| 3Y | -8.7% | +51.0% | -59.7% | -16.9% |
| 5Y | -28.9% | +30.2% | -59.1% | -33.8% |
| All | +155.0% | +141.9% | +13.1% | +98.8% |
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