+3,586.8%
LITE vs DPZ
+245.5%
+3,341.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +5.4% | -13.3% | -8.9% |
| 7D | -31.4% | +10.1% | -41.5% | -32.9% |
| 30D | -42.6% | +14.6% | -57.2% | -44.4% |
| 3M | -26.2% | -6.8% | -19.5% | -25.7% |
| 6M | -35.8% | +4.4% | -40.2% | -37.8% |
| YTD | +70.0% | -16.8% | +86.9% | +74.1% |
| 1Y | +232.7% | -14.5% | +247.2% | +236.7% |
| 3Y | +1,365.7% | -1.1% | +1,366.8% | +1,310.8% |
| 5Y | +609.5% | -28.0% | +637.4% | +630.5% |
| 10Y | +1,721.9% | +130.2% | +1,591.7% | +1,256.0% |
| All | +3,586.8% | +245.5% | +3,341.3% | +2,709.3% |
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 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