+190.4%
LMT vs DPZ
+140.2%
+50.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.5% | -3.9% | -1.6% |
| 7D | +5.1% | +2.2% | +2.9% | +4.9% |
| 30D | +14.1% | +15.5% | -1.4% | +12.3% |
| 3M | +0.3% | -2.0% | +2.3% | +0.3% |
| 6M | +16.1% | +12.1% | +4.0% | +14.3% |
| YTD | +25.5% | -16.6% | +42.0% | +27.3% |
| 1Y | +34.1% | -14.6% | +48.7% | +35.7% |
| 3Y | +45.1% | -4.1% | +49.2% | +43.5% |
| 5Y | +100.9% | -28.3% | +129.3% | +103.4% |
| All | +190.4% | +140.2% | +50.1% | +143.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling