+612.3%
LULU vs DPZ
+1,950.0%
-1,337.7%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.2% | +0.8% | -1.5% |
| 7D | -16.9% | -7.3% | -9.7% | -13.9% |
| 30D | -22.0% | -7.6% | -14.4% | -19.0% |
| 3M | -17.8% | +1.8% | -19.6% | -18.7% |
| 6M | -41.3% | -21.8% | -19.4% | -35.0% |
| YTD | -52.0% | -22.0% | -30.0% | -47.0% |
| 1Y | -39.8% | -28.6% | -11.2% | -31.0% |
| 3Y | -74.8% | -13.1% | -61.8% | -74.6% |
| 5Y | -76.3% | -33.2% | -43.1% | -73.5% |
| 10Y | +53.9% | +147.0% | -93.1% | -16.5% |
| All | +612.3% | +1,950.0% | -1,337.7% | -12.7% |
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