+2,898.2%
LITE vs DPZ
+246.5%
+2,651.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +0.3% | -19.0% | -18.7% |
| 7D | -44.6% | +9.5% | -54.1% | -45.7% |
| 30D | -55.0% | +12.8% | -67.8% | -56.3% |
| 3M | -38.3% | -6.2% | -32.1% | -38.0% |
| 6M | -48.8% | +4.3% | -53.0% | -50.3% |
| YTD | +38.3% | -16.6% | +54.9% | +41.5% |
| 1Y | +119.0% | -12.8% | +131.8% | +120.6% |
| 3Y | +1,092.0% | -0.8% | +1,092.8% | +1,046.5% |
| 5Y | +446.1% | -25.8% | +471.9% | +458.2% |
| 10Y | +1,381.7% | +130.9% | +1,250.8% | +1,002.0% |
| All | +2,898.2% | +246.5% | +2,651.8% | +2,183.1% |
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