+443.8%
LLY vs DIS
-32.6%
+476.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -4.5% | +5.2% | -9.7% | -5.4% |
| 30D | +13.9% | +11.5% | +2.4% | +11.7% |
| 3M | +13.8% | +11.5% | +2.2% | +11.4% |
| 6M | +37.6% | +8.9% | +28.7% | +35.2% |
| YTD | +26.6% | +3.4% | +23.2% | +25.1% |
| 1Y | +45.3% | +7.2% | +38.2% | +42.6% |
| 3Y | +132.2% | +43.3% | +88.9% | +115.1% |
| All | +443.8% | -32.6% | +476.5% | +458.6% |
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