+1,690.7%
LMT vs DPZ
+5,417.8%
-3,727.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.2% |
| 7D | -6.3% | -2.5% | -3.7% | -5.9% |
| 30D | -8.5% | -7.0% | -1.5% | -7.5% |
| 3M | +1.8% | +11.6% | -9.8% | -0.2% |
| 6M | -19.9% | -15.2% | -4.8% | -18.2% |
| YTD | +10.6% | -17.2% | +27.8% | +13.3% |
| 1Y | +17.9% | -24.8% | +42.8% | +22.5% |
| 3Y | +27.0% | -8.7% | +35.6% | +26.2% |
| 5Y | +68.7% | -28.9% | +97.6% | +71.9% |
| 10Y | +181.1% | +153.6% | +27.4% | +120.3% |
| All | +1,690.7% | +5,417.8% | -3,727.0% | +647.6% |
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