+1,172.1%
LITE vs DPZ
-3.1%
+1,175.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.2% | +7.8% | +5.5% |
| 7D | -35.9% | +6.6% | -42.5% | -35.6% |
| 30D | -51.5% | +10.3% | -61.8% | -51.3% |
| 3M | -35.7% | -6.2% | -29.6% | -35.1% |
| 6M | -43.0% | +4.2% | -47.2% | -43.1% |
| YTD | +46.1% | -18.4% | +64.5% | +55.4% |
| 1Y | +124.7% | -14.9% | +139.6% | +134.0% |
| 3Y | +1,172.1% | -4.6% | +1,176.7% | +1,024.5% |
| All | +1,172.1% | -3.1% | +1,175.2% | +1,024.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling