-2.8%
DPZ vs LSCC
+85.2%
-88.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.3% | +4.2% | +5.4% |
| 7D | +10.1% | +3.0% | +7.1% | +9.9% |
| 30D | +14.6% | -19.3% | +33.9% | +15.5% |
| 3M | -6.8% | -22.3% | +15.5% | -5.9% |
| 6M | +4.4% | -14.6% | +19.0% | +3.8% |
| YTD | -16.8% | +45.8% | -62.6% | -22.1% |
| 1Y | -14.5% | +69.6% | -84.1% | -21.4% |
| All | -2.8% | +85.2% | -88.0% | -17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling