-30.4%
CMCSA vs LCID
-92.3%
+61.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.6% |
| 7D | +0.1% | +1.8% | -1.6% | 0.0% |
| 30D | +3.8% | -34.2% | +38.1% | +5.9% |
| 3M | +12.3% | -9.1% | +21.5% | +12.4% |
| 6M | -15.4% | -52.6% | +37.2% | -13.3% |
| YTD | -2.5% | -56.2% | +53.7% | 0.0% |
| 1Y | -13.4% | -74.9% | +61.5% | -9.0% |
| 3Y | -30.4% | -92.1% | +61.7% | -22.6% |
| All | -30.4% | -92.3% | +61.9% | -22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling