+1,956.1%
LMT vs DPZ
+5,272.5%
-3,316.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.8% | +2.7% |
| 7D | -5.6% | +2.2% | -7.8% | -6.0% |
| 30D | +18.4% | +6.7% | +11.7% | +17.0% |
| 3M | +0.6% | -4.5% | +5.1% | +1.1% |
| 6M | +20.6% | +3.3% | +17.3% | +19.4% |
| YTD | +27.0% | -19.4% | +46.4% | +30.4% |
| 1Y | +36.9% | -17.3% | +54.1% | +39.9% |
| 3Y | +46.9% | -8.4% | +55.2% | +45.7% |
| 5Y | +104.2% | -28.2% | +132.4% | +107.5% |
| 10Y | +205.2% | +130.9% | +74.4% | +143.0% |
| All | +1,956.1% | +5,272.5% | -3,316.4% | +760.5% |
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 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