+372.0%
LLY vs DIS
-40.0%
+412.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.6% |
| 7D | -2.1% | -2.6% | +0.4% | -1.7% |
| 30D | -1.6% | +3.5% | -5.1% | -2.2% |
| 3M | +2.3% | +6.8% | -4.5% | +1.0% |
| 6M | +14.9% | +3.0% | +11.9% | +14.0% |
| YTD | +7.5% | -6.7% | +14.2% | +8.2% |
| 1Y | +55.7% | -10.1% | +65.8% | +57.5% |
| 3Y | +110.6% | +33.0% | +77.6% | +98.4% |
| All | +372.0% | -40.0% | +412.0% | +380.4% |
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 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