+1,568.0%
LITE vs DPZ
+134.3%
+1,433.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.4% | -5.0% | -3.9% |
| 7D | +22.6% | -2.5% | +25.0% | +23.1% |
| 30D | -36.8% | +12.5% | -49.3% | -38.6% |
| 3M | -33.0% | -5.2% | -27.8% | -32.8% |
| 6M | -37.1% | +8.8% | -45.8% | -39.8% |
| YTD | +69.5% | -18.7% | +88.1% | +74.5% |
| 1Y | +146.1% | -15.7% | +161.8% | +150.0% |
| 3Y | +1,440.8% | -7.5% | +1,448.3% | +1,405.3% |
| 5Y | +580.4% | -30.1% | +610.5% | +606.7% |
| All | +1,568.0% | +134.3% | +1,433.7% | +1,057.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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