+542.4%
LITE vs DIS
-24.5%
+566.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -13.9% | +4.4% | -18.3% | -15.2% |
| 30D | -46.9% | +10.3% | -57.3% | -49.0% |
| 3M | -28.0% | +15.5% | -43.6% | -32.6% |
| 6M | -35.2% | +11.2% | -46.4% | -39.0% |
| YTD | +58.9% | +5.6% | +53.3% | +51.6% |
| 1Y | +125.3% | +7.7% | +117.6% | +112.7% |
| 3Y | +1,344.4% | +39.3% | +1,305.1% | +1,038.5% |
| All | +542.4% | -24.5% | +566.9% | +615.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling