+5,083.9%
LITE vs DPZ
+243.8%
+4,840.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.7% | +5.7% | +4.4% |
| 7D | -1.5% | -2.5% | +1.0% | -1.0% |
| 30D | +6.7% | -7.0% | +13.6% | +8.1% |
| 3M | -6.8% | +11.6% | -18.4% | -10.6% |
| 6M | +29.4% | -15.2% | +44.6% | +32.9% |
| YTD | +139.1% | -17.2% | +156.3% | +146.5% |
| 1Y | +521.0% | -24.8% | +545.8% | +556.2% |
| 3Y | +1,535.3% | -8.7% | +1,544.0% | +1,517.1% |
| 5Y | +889.8% | -28.9% | +918.8% | +927.5% |
| 10Y | +2,400.7% | +153.6% | +2,247.1% | +1,740.2% |
| All | +5,083.9% | +243.8% | +4,840.1% | +3,876.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling