+3,559.1%
LNG vs DPZ
+5,324.1%
-1,765.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.2% |
| 7D | +10.9% | -2.5% | +13.4% | +11.8% |
| 30D | +8.1% | +12.5% | -4.4% | +4.0% |
| 3M | +15.7% | -5.2% | +20.9% | +16.8% |
| 6M | +27.2% | +8.8% | +18.5% | +22.3% |
| YTD | +60.7% | -18.7% | +79.4% | +67.6% |
| 1Y | +46.3% | -15.7% | +62.0% | +50.6% |
| 3Y | +85.6% | -7.5% | +93.1% | +80.3% |
| 5Y | +211.6% | -30.1% | +241.7% | +220.8% |
| 10Y | +810.9% | +135.3% | +675.7% | +421.8% |
| All | +3,559.1% | +5,324.1% | -1,765.0% | +405.9% |
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