+39.7%
LVS vs DPZ
+4,156.1%
-4,116.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.5% | +0.1% | +1.5% |
| 7D | -0.8% | +2.2% | -3.1% | -1.9% |
| 30D | +10.0% | +15.5% | -5.5% | +2.6% |
| 3M | -11.0% | -2.0% | -9.0% | -10.5% |
| 6M | -20.1% | +12.1% | -32.3% | -25.4% |
| YTD | -36.3% | -16.6% | -19.8% | -32.3% |
| 1Y | -36.8% | -14.6% | -22.3% | -33.7% |
| 3Y | -9.5% | -4.1% | -5.4% | -13.2% |
| 5Y | +9.3% | -28.3% | +37.6% | +16.5% |
| 10Y | -11.0% | +141.3% | -152.2% | -60.5% |
| All | +39.7% | +4,156.1% | -4,116.4% | -92.9% |
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