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  • CMCSA vs LCID✓SelectedUSD · LCIDCMCSA vs LCID performance historyLatest closeAs of-6.61%09/09
Stock and ETF performance explorer

CMCSA vs LCID

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-30.5%
LCID return
-95.8%
Excess return
+65.3%
Maximum drawdown
-55.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioLCIDExcessAlpha
1D-6.6%-7.8%+1.2%-6.2%
7D-8.3%-9.3%+1.1%-7.8%
30D-2.4%-35.4%+33.0%-0.3%
3M+4.5%-17.1%+21.6%+4.9%
6M-18.8%-58.9%+40.2%-16.0%
YTD-8.9%-59.6%+50.7%-6.0%
1Y-18.3%-78.0%+59.7%-13.3%
3Y-35.0%-92.7%+57.7%-29.1%
5Y-48.2%-97.8%+49.7%-41.2%
All-30.5%-95.8%+65.3%-19.8%

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