+86.4%
LNG vs DPZ
-7.1%
+93.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.6% |
| 7D | +10.9% | -2.5% | +13.4% | +11.0% |
| 30D | +8.1% | +12.5% | -4.4% | +7.7% |
| 3M | +15.7% | -5.2% | +20.9% | +16.0% |
| 6M | +27.2% | +8.8% | +18.5% | +26.5% |
| YTD | +60.7% | -18.7% | +79.4% | +62.7% |
| 1Y | +46.3% | -15.7% | +62.0% | +47.5% |
| All | +86.4% | -7.1% | +93.5% | +96.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling