+548.8%
LNG vs DPZ
+145.4%
+403.4%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.8% |
| 7D | -4.5% | -8.6% | +4.1% | -3.8% |
| 30D | +4.7% | -11.2% | +15.9% | +5.6% |
| 3M | +15.1% | +1.4% | +13.7% | +14.8% |
| 6M | +13.6% | -19.9% | +33.4% | +15.2% |
| YTD | +44.0% | -23.0% | +67.0% | +46.5% |
| 1Y | +18.4% | -28.2% | +46.6% | +21.2% |
| 3Y | +75.9% | -14.2% | +90.1% | +76.3% |
| 5Y | +231.7% | -33.4% | +265.1% | +237.7% |
| All | +548.8% | +145.4% | +403.4% | +400.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling