+800.2%
LNG vs DPZ
+140.2%
+660.0%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.8% | -0.4% |
| 7D | +11.3% | +2.2% | +9.1% | +11.2% |
| 30D | +10.6% | +15.5% | -4.9% | +9.4% |
| 3M | +16.1% | -2.0% | +18.1% | +16.2% |
| 6M | +29.6% | +12.1% | +17.4% | +28.1% |
| YTD | +60.3% | -16.6% | +76.9% | +62.1% |
| 1Y | +46.1% | -14.6% | +60.7% | +47.3% |
| 3Y | +85.9% | -4.1% | +90.1% | +84.8% |
| 5Y | +210.8% | -28.3% | +239.1% | +214.6% |
| All | +800.2% | +140.2% | +660.0% | +629.5% |
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 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