+446.1%
LITE vs DIS
-30.3%
+476.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -1.5% | -17.2% | -18.2% |
| 7D | -44.6% | +5.7% | -50.3% | -45.7% |
| 30D | -55.0% | +12.7% | -67.7% | -57.1% |
| 3M | -38.3% | +15.2% | -53.5% | -42.1% |
| 6M | -48.8% | +17.6% | -66.3% | -53.3% |
| YTD | +38.3% | +3.8% | +34.5% | +32.7% |
| 1Y | +119.0% | +6.8% | +112.2% | +107.2% |
| 3Y | +1,092.0% | +42.1% | +1,049.9% | +824.7% |
| 5Y | +446.1% | -31.2% | +477.2% | +480.7% |
| All | +446.1% | -30.3% | +476.4% | +480.7% |
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