-11.3%
LVS vs DPZ
+129.5%
-140.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | -1.3% | -3.5% | +2.3% | -0.5% |
| 30D | +12.2% | +5.7% | +6.5% | +10.9% |
| 3M | -11.3% | -7.5% | -3.8% | -10.0% |
| 6M | -21.6% | +6.2% | -27.8% | -22.8% |
| YTD | -36.6% | -19.8% | -16.8% | -34.3% |
| 1Y | -38.4% | -18.0% | -20.4% | -36.5% |
| 3Y | -10.2% | -8.8% | -1.4% | -9.7% |
| 5Y | +9.4% | -30.2% | +39.6% | +12.3% |
| 10Y | -11.3% | +132.0% | -143.3% | -39.5% |
| All | -11.3% | +129.5% | -140.9% | -39.5% |
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