-25.8%
DPZ vs LSCC
+18.7%
-44.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.6% | +8.9% | +1.2% |
| 7D | +9.5% | -4.8% | +14.3% | +9.9% |
| 30D | +12.8% | -27.1% | +39.9% | +16.2% |
| 3M | -6.2% | -23.6% | +17.4% | -4.2% |
| 6M | +4.3% | -19.8% | +24.1% | +4.2% |
| YTD | -16.6% | +33.2% | -49.8% | -23.8% |
| 1Y | -12.8% | +55.2% | -68.1% | -22.5% |
| 3Y | -0.8% | +70.1% | -70.9% | -18.4% |
| 5Y | -25.8% | +19.5% | -45.3% | -38.1% |
| All | -25.8% | +18.7% | -44.5% | -38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling