+74.4%
LMT vs DPZ
-30.2%
+104.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.0% |
| 3M | +3.7% | +7.6% | -3.9% | +3.0% |
| 6M | -19.2% | -16.9% | -2.2% | -18.3% |
| YTD | +12.9% | -18.6% | +31.5% | +14.3% |
| 1Y | +19.8% | -26.7% | +46.5% | +22.1% |
| 3Y | +37.3% | -9.3% | +46.6% | +36.9% |
| 5Y | +74.4% | -31.0% | +105.4% | +72.9% |
| All | +74.4% | -30.2% | +104.6% | +72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling