-31.2%
DIS vs LII
+22.0%
-53.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.4% | -0.5% |
| 7D | +5.7% | +0.2% | +5.5% | +5.6% |
| 30D | +12.7% | -4.6% | +17.3% | +14.1% |
| 3M | +15.2% | -21.7% | +36.8% | +24.0% |
| 6M | +17.6% | -32.8% | +50.3% | +30.8% |
| YTD | +3.8% | -27.5% | +31.3% | +11.4% |
| 1Y | +6.8% | -28.0% | +34.8% | +14.6% |
| 3Y | +42.1% | -7.2% | +49.3% | +30.0% |
| 5Y | -31.2% | +22.6% | -53.8% | -49.8% |
| All | -31.2% | +22.0% | -53.2% | -49.8% |
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