+2,080.1%
LLY vs DIS
+32.4%
+2,047.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.6% | +1.1% |
| 7D | +6.7% | +1.9% | +4.8% | +6.3% |
| 30D | +19.6% | +9.2% | +10.4% | +17.4% |
| 3M | +19.7% | +13.5% | +6.2% | +16.6% |
| 6M | +42.7% | +14.3% | +28.5% | +38.6% |
| YTD | +35.1% | +5.4% | +29.8% | +33.0% |
| 1Y | +42.2% | +12.2% | +30.0% | +38.1% |
| 3Y | +140.8% | +37.2% | +103.6% | +121.5% |
| 5Y | +480.6% | -23.1% | +503.7% | +495.9% |
| All | +2,080.1% | +32.4% | +2,047.8% | +1,806.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling