-31.9%
DIS vs LTH
+142.9%
-174.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.1% |
| 7D | +5.2% | +4.5% | +0.8% | +4.2% |
| 30D | +11.5% | +16.3% | -4.9% | +7.7% |
| 3M | +11.5% | +8.4% | +3.2% | +9.3% |
| 6M | +8.9% | +40.3% | -31.4% | +0.5% |
| YTD | +3.4% | +77.3% | -73.9% | -9.9% |
| 1Y | +7.2% | +88.0% | -80.8% | -7.9% |
| 3Y | +43.3% | +274.3% | -230.9% | +3.1% |
| All | -31.9% | +142.9% | -174.8% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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