-9.5%
LVS vs DPZ
+140.2%
-149.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.5% | +0.1% | +2.2% |
| 7D | -0.8% | +2.2% | -3.1% | -1.3% |
| 30D | +10.0% | +15.5% | -5.5% | +6.9% |
| 3M | -11.0% | -2.0% | -9.0% | -10.8% |
| 6M | -20.1% | +12.1% | -32.3% | -22.2% |
| YTD | -36.3% | -16.6% | -19.8% | -34.5% |
| 1Y | -36.8% | -14.6% | -22.3% | -35.4% |
| 3Y | -9.5% | -4.1% | -5.4% | -9.9% |
| 5Y | +9.3% | -28.3% | +37.6% | +11.5% |
| All | -9.5% | +140.2% | -149.7% | -40.0% |
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