+46.9%
LMT vs DPZ
-6.8%
+53.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.8% | +2.6% |
| 7D | -5.6% | +2.2% | -7.8% | -5.8% |
| 30D | +18.4% | +6.7% | +11.7% | +17.6% |
| 3M | +0.6% | -4.5% | +5.1% | +0.8% |
| 6M | +20.6% | +3.3% | +17.3% | +19.8% |
| YTD | +27.0% | -19.4% | +46.4% | +28.5% |
| 1Y | +36.9% | -17.3% | +54.1% | +38.2% |
| 3Y | +46.9% | -8.4% | +55.2% | +49.5% |
| All | +46.9% | -6.8% | +53.6% | +49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling