+37.3%
LMT vs DPZ
-10.0%
+47.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.7% | +2.2% |
| 7D | -1.5% | -1.5% | -0.1% | -1.4% |
| 30D | -8.2% | -4.4% | -3.8% | -7.9% |
| 3M | +3.7% | +7.6% | -3.9% | +2.8% |
| 6M | -19.2% | -16.9% | -2.2% | -18.2% |
| YTD | +12.9% | -18.6% | +31.5% | +14.4% |
| 1Y | +19.8% | -26.7% | +46.5% | +22.3% |
| 3Y | +37.3% | -9.3% | +46.6% | +34.3% |
| All | +37.3% | -10.0% | +47.3% | +34.3% |
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 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