-29.0%
CMCSA vs LCID
-96.3%
+67.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.7% | -3.7% | +0.7% |
| 7D | +4.6% | +24.8% | -20.3% | +3.3% |
| 30D | +19.8% | -0.5% | +20.3% | +19.5% |
| 3M | -0.3% | -43.0% | +42.7% | +2.2% |
| 6M | +0.3% | -40.5% | +40.8% | +1.9% |
| YTD | -6.9% | -64.3% | +57.4% | -3.6% |
| 1Y | +2.6% | -78.1% | +80.6% | +8.6% |
| 3Y | -29.0% | -90.1% | +61.0% | -23.9% |
| 5Y | -42.0% | -99.1% | +57.1% | -33.6% |
| All | -29.0% | -96.3% | +67.4% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 10y: compounded portfolio wealth divided by compounded LCID 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…
10y analysis · Full analysis span regression · 6 months rolling