-31.9%
DIS vs LII
+19.9%
-51.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.2% |
| 7D | +5.2% | -0.6% | +5.9% | +5.4% |
| 30D | +11.5% | -4.6% | +16.0% | +12.8% |
| 3M | +11.5% | -21.2% | +32.8% | +19.9% |
| 6M | +8.9% | -36.4% | +45.3% | +23.5% |
| YTD | +3.4% | -28.9% | +32.3% | +11.6% |
| 1Y | +7.2% | -29.5% | +36.7% | +15.9% |
| 3Y | +43.3% | -8.6% | +51.9% | +31.6% |
| All | -31.9% | +19.9% | -51.8% | -50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling