+36.3%
DIS vs LII
+166.2%
-130.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +4.4% | +0.4% | +4.0% | +4.3% |
| 30D | +10.3% | -2.4% | +12.7% | +10.9% |
| 3M | +15.5% | -17.5% | +33.0% | +23.1% |
| 6M | +11.2% | -32.8% | +44.0% | +25.2% |
| YTD | +5.6% | -27.7% | +33.3% | +14.5% |
| 1Y | +7.7% | -28.1% | +35.8% | +16.9% |
| 3Y | +39.3% | -9.7% | +49.0% | +31.8% |
| 5Y | -29.5% | +19.5% | -49.0% | -43.1% |
| 10Y | +36.3% | +170.6% | -134.4% | -18.2% |
| All | +36.3% | +166.2% | -130.0% | -18.2% |
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