+21.9%
DIS vs LII
+168.6%
-146.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -2.1% |
| 7D | -2.6% | -0.7% | -1.9% | -2.4% |
| 30D | +3.5% | -12.6% | +16.1% | +8.5% |
| 3M | +6.8% | -24.4% | +31.3% | +15.9% |
| 6M | +3.0% | -28.7% | +31.7% | +13.5% |
| YTD | -6.7% | -19.1% | +12.4% | -2.4% |
| 1Y | -10.1% | -29.7% | +19.6% | -1.2% |
| 3Y | +33.0% | +4.8% | +28.3% | +19.0% |
| 5Y | -40.0% | +24.6% | -64.5% | -51.9% |
| All | +21.9% | +168.6% | -146.7% | -27.2% |
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