+438.9%
LLY vs DIS
-30.3%
+469.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.5% | -2.3% | -3.5% |
| 7D | -0.7% | +5.7% | -6.3% | -1.7% |
| 30D | +17.9% | +12.7% | +5.2% | +15.4% |
| 3M | +16.8% | +15.2% | +1.6% | +13.8% |
| 6M | +38.4% | +17.6% | +20.9% | +34.1% |
| YTD | +27.6% | +3.8% | +23.8% | +26.0% |
| 1Y | +48.3% | +6.8% | +41.6% | +45.6% |
| 3Y | +145.4% | +42.1% | +103.2% | +127.5% |
| 5Y | +438.9% | -31.2% | +470.1% | +449.9% |
| All | +438.9% | -30.3% | +469.2% | +449.9% |
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