+1,466.7%
LYV vs DPZ
+2,830.4%
-1,363.7%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | +1.5% |
| 7D | -5.3% | -7.3% | +1.9% | -2.3% |
| 30D | -7.9% | -7.6% | -0.3% | -5.0% |
| 3M | +4.5% | +1.8% | +2.7% | +3.0% |
| 6M | +2.5% | -21.8% | +24.3% | +12.3% |
| YTD | +19.3% | -22.0% | +41.3% | +30.5% |
| 1Y | -0.2% | -28.6% | +28.4% | +13.2% |
| 3Y | +110.0% | -13.1% | +123.1% | +111.9% |
| 5Y | +96.8% | -33.2% | +130.0% | +116.4% |
| 10Y | +559.9% | +147.0% | +412.9% | +235.4% |
| All | +1,466.7% | +2,830.4% | -1,363.7% | +54.4% |
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