+31.9%
DIS vs LII
+169.1%
-137.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.2% |
| 7D | +1.9% | +2.9% | -1.0% | +0.9% |
| 30D | +9.2% | +0.9% | +8.2% | +8.5% |
| 3M | +13.5% | -15.5% | +29.0% | +20.0% |
| 6M | +14.3% | -30.2% | +44.5% | +26.9% |
| YTD | +5.4% | -26.8% | +32.2% | +13.8% |
| 1Y | +12.2% | -25.3% | +37.4% | +19.9% |
| 3Y | +37.2% | -7.8% | +44.9% | +28.7% |
| 5Y | -23.1% | +17.0% | -40.1% | -37.3% |
| All | +31.9% | +169.1% | -137.2% | -19.9% |
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