+128.9%
DPZ vs LSCC
+1,155.2%
-1,026.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.6% | +8.9% | +1.1% |
| 7D | +9.5% | -4.8% | +14.3% | +9.9% |
| 30D | +12.8% | -27.1% | +39.9% | +16.1% |
| 3M | -6.2% | -23.6% | +17.4% | -4.3% |
| 6M | +4.3% | -19.8% | +24.1% | +4.5% |
| YTD | -16.6% | +33.2% | -49.8% | -22.5% |
| 1Y | -12.8% | +55.2% | -68.1% | -20.8% |
| 3Y | -0.8% | +70.1% | -70.9% | -14.6% |
| 5Y | -25.8% | +19.5% | -45.3% | -35.7% |
| All | +128.9% | +1,155.2% | -1,026.3% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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