+1,402.3%
LITE vs DIS
+35.1%
+1,367.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +5.8% |
| 7D | -35.9% | +5.2% | -41.2% | -37.5% |
| 30D | -51.5% | +11.5% | -63.0% | -54.0% |
| 3M | -35.7% | +11.5% | -47.3% | -39.5% |
| 6M | -43.0% | +8.9% | -51.8% | -46.5% |
| YTD | +46.1% | +3.4% | +42.7% | +38.7% |
| 1Y | +124.7% | +7.2% | +117.5% | +109.5% |
| 3Y | +1,172.1% | +43.3% | +1,128.7% | +889.2% |
| 5Y | +477.0% | -31.4% | +508.5% | +538.1% |
| All | +1,402.3% | +35.1% | +1,367.2% | +743.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DIS.
Daily Out/Under-Performance
Portfolio return minus DIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIS 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 DIS 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