+32.9%
DIS vs LII
+172.8%
-139.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.1% |
| 7D | +0.6% | -2.3% | +2.9% | +1.4% |
| 30D | +10.3% | -1.7% | +12.0% | +10.6% |
| 3M | +15.6% | -18.3% | +33.9% | +23.6% |
| 6M | +15.1% | -32.3% | +47.5% | +29.3% |
| YTD | +6.0% | -27.1% | +33.1% | +14.6% |
| 1Y | +5.7% | -27.2% | +32.9% | +14.1% |
| 3Y | +39.8% | -8.9% | +48.7% | +31.9% |
| 5Y | -23.9% | +19.7% | -43.5% | -38.5% |
| 10Y | +32.9% | +168.9% | -135.9% | -19.4% |
| All | +32.9% | +172.8% | -139.9% | -19.4% |
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