+20,870.5%
LLY vs DIS
+1,689.2%
+19,181.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.5% | -2.3% | -3.4% |
| 7D | -0.7% | +5.7% | -6.3% | -2.1% |
| 30D | +17.9% | +12.7% | +5.2% | +14.3% |
| 3M | +16.8% | +15.2% | +1.6% | +12.5% |
| 6M | +38.4% | +17.6% | +20.9% | +32.3% |
| YTD | +27.6% | +3.8% | +23.8% | +25.6% |
| 1Y | +48.3% | +6.8% | +41.6% | +44.8% |
| 3Y | +145.4% | +42.1% | +103.2% | +118.4% |
| 5Y | +438.9% | -31.2% | +470.1% | +467.0% |
| 10Y | +2,101.6% | +37.6% | +2,064.0% | +1,725.9% |
| All | +20,870.5% | +1,689.2% | +19,181.3% | +6,582.3% |
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