+446.1%
LITE vs DPZ
-27.3%
+473.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +0.3% | -19.0% | -18.7% |
| 7D | -44.6% | +9.5% | -54.1% | -45.3% |
| 30D | -55.0% | +12.8% | -67.8% | -55.9% |
| 3M | -38.3% | -6.2% | -32.1% | -37.7% |
| 6M | -48.8% | +4.3% | -53.0% | -49.8% |
| YTD | +38.3% | -16.6% | +54.9% | +43.9% |
| 1Y | +119.0% | -12.8% | +131.8% | +123.6% |
| 3Y | +1,092.0% | -0.8% | +1,092.8% | +1,046.1% |
| 5Y | +446.1% | -25.8% | +471.9% | +450.2% |
| All | +446.1% | -27.3% | +473.3% | +450.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling