0.0%
LVS vs DPZ
+143.2%
-143.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.2% | +2.7% | -0.6% |
| 7D | -2.7% | -7.3% | +4.6% | -1.2% |
| 30D | -4.7% | -7.6% | +2.9% | -3.2% |
| 3M | -15.6% | +1.8% | -17.4% | -16.1% |
| 6M | -18.6% | -21.8% | +3.2% | -15.0% |
| YTD | -32.3% | -22.0% | -10.3% | -29.3% |
| 1Y | -18.0% | -28.6% | +10.6% | -13.0% |
| 3Y | -5.8% | -13.1% | +7.2% | -4.5% |
| 5Y | +5.7% | -33.2% | +38.9% | +9.5% |
| 10Y | 0.0% | +147.0% | -147.0% | -28.3% |
| All | 0.0% | +143.2% | -143.2% | -28.3% |
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