+17,561.1%
LLY vs DIS
+1,507.4%
+16,053.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.4% |
| 7D | -2.1% | -2.6% | +0.4% | -1.5% |
| 30D | -1.6% | +3.5% | -5.1% | -2.5% |
| 3M | +2.3% | +6.8% | -4.5% | +0.4% |
| 6M | +14.9% | +3.0% | +11.9% | +13.6% |
| YTD | +7.5% | -6.7% | +14.2% | +8.8% |
| 1Y | +55.7% | -10.1% | +65.8% | +58.8% |
| 3Y | +110.6% | +33.0% | +77.6% | +90.6% |
| 5Y | +363.4% | -40.0% | +403.4% | +404.6% |
| 10Y | +1,649.0% | +21.1% | +1,627.9% | +1,400.2% |
| All | +17,561.1% | +1,507.4% | +16,053.7% | +5,687.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling