+119.0%
LITE vs DIS
+6.8%
+112.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -1.5% | -17.2% | -19.6% |
| 7D | -44.6% | +5.7% | -50.3% | -42.3% |
| 30D | -55.0% | +12.7% | -67.7% | -51.5% |
| 3M | -38.3% | +15.2% | -53.5% | -32.5% |
| 6M | -48.8% | +17.6% | -66.3% | -43.0% |
| YTD | +38.3% | +3.8% | +34.5% | +55.2% |
| 1Y | +119.0% | +6.8% | +112.2% | +141.9% |
| All | +119.0% | +6.8% | +112.2% | +141.9% |
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