+124.7%
LITE vs DIS
+6.5%
+118.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +5.4% |
| 7D | -35.9% | +5.2% | -41.2% | -33.5% |
| 30D | -51.5% | +11.5% | -63.0% | -48.0% |
| 3M | -35.7% | +11.5% | -47.3% | -30.7% |
| 6M | -43.0% | +8.9% | -51.8% | -36.6% |
| YTD | +46.1% | +3.4% | +42.7% | +63.6% |
| 1Y | +124.7% | +7.2% | +117.5% | +145.8% |
| All | +124.7% | +6.5% | +118.2% | +145.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling