+145.0%
DPZ vs LNT
+186.9%
-41.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.4% |
| 7D | +2.2% | +1.0% | +1.2% | +2.0% |
| 30D | +15.5% | +9.6% | +5.9% | +13.2% |
| 3M | -2.0% | +5.4% | -7.4% | -3.2% |
| 6M | +12.1% | +3.1% | +9.0% | +11.3% |
| YTD | -16.6% | +16.5% | -33.1% | -19.4% |
| 1Y | -14.6% | +12.3% | -26.9% | -16.9% |
| 3Y | -4.1% | +70.3% | -74.5% | -14.8% |
| 5Y | -28.3% | +56.4% | -84.7% | -35.5% |
| All | +145.0% | +186.9% | -41.9% | +88.7% |
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