+143.7%
LLY vs DIS
+39.9%
+103.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.0% | +2.2% | +3.8% |
| 7D | +0.1% | +5.3% | -5.2% | -1.1% |
| 30D | +19.7% | +10.2% | +9.5% | +17.1% |
| 3M | +19.3% | +13.5% | +5.7% | +15.8% |
| 6M | +49.3% | +11.1% | +38.2% | +45.4% |
| YTD | +32.0% | +5.5% | +26.5% | +29.3% |
| 1Y | +53.7% | +9.1% | +44.6% | +49.2% |
| 3Y | +143.7% | +36.0% | +107.8% | +125.4% |
| All | +143.7% | +39.9% | +103.9% | +125.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling