+34.2%
DIS vs LII
+162.0%
-127.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.3% |
| 7D | +5.2% | -0.6% | +5.9% | +5.5% |
| 30D | +11.5% | -4.6% | +16.0% | +13.0% |
| 3M | +11.5% | -21.2% | +32.8% | +20.8% |
| 6M | +8.9% | -36.4% | +45.3% | +25.1% |
| YTD | +3.4% | -28.9% | +32.3% | +12.8% |
| 1Y | +7.2% | -29.5% | +36.7% | +17.1% |
| 3Y | +43.3% | -8.6% | +51.9% | +34.6% |
| 5Y | -31.4% | +20.2% | -51.6% | -44.9% |
| All | +34.2% | +162.0% | -127.8% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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