+3,586.8%
LITE vs DIS
+9.7%
+3,577.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +4.2% | -12.0% | -9.5% |
| 7D | -31.4% | +9.1% | -40.5% | -34.0% |
| 30D | -42.6% | +14.8% | -57.4% | -46.1% |
| 3M | -26.2% | +21.2% | -47.4% | -32.9% |
| 6M | -35.8% | +18.3% | -54.1% | -42.1% |
| YTD | +70.0% | +5.4% | +64.7% | +60.3% |
| 1Y | +232.7% | +8.3% | +224.5% | +209.8% |
| 3Y | +1,365.7% | +44.2% | +1,321.5% | +1,052.4% |
| 5Y | +609.5% | -28.0% | +637.4% | +659.9% |
| 10Y | +1,721.9% | +39.6% | +1,682.3% | +1,305.9% |
| All | +3,586.8% | +9.7% | +3,577.1% | +3,043.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling