+1,979.7%
LMT vs DPZ
+5,248.7%
-3,269.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.6% | +1.2% |
| 7D | +2.5% | -3.5% | +6.1% | +3.1% |
| 30D | +19.2% | +5.7% | +13.5% | +18.0% |
| 3M | +2.7% | -7.5% | +10.2% | +3.7% |
| 6M | +20.6% | +6.2% | +14.4% | +18.9% |
| YTD | +28.4% | -19.8% | +48.2% | +32.0% |
| 1Y | +36.9% | -18.0% | +54.9% | +40.1% |
| 3Y | +48.5% | -8.8% | +57.3% | +47.5% |
| 5Y | +107.6% | -30.2% | +137.8% | +112.0% |
| 10Y | +206.5% | +132.0% | +74.5% | +143.8% |
| All | +1,979.7% | +5,248.7% | -3,269.0% | +771.0% |
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