+34.2%
DIS vs LSCC
+1,244.7%
-1,210.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.1% | -7.5% | -1.7% |
| 7D | +5.2% | +13.0% | -7.7% | +2.6% |
| 30D | +11.5% | -19.8% | +31.3% | +15.4% |
| 3M | +11.5% | -18.4% | +29.9% | +14.4% |
| 6M | +8.9% | -16.1% | +25.0% | +8.9% |
| YTD | +3.4% | +42.7% | -39.3% | -9.2% |
| 1Y | +7.2% | +68.0% | -60.8% | -9.5% |
| 3Y | +43.3% | +85.8% | -42.5% | +10.7% |
| 5Y | -31.4% | +28.0% | -59.5% | -45.6% |
| All | +34.2% | +1,244.7% | -1,210.5% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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