-48.2%
CMCSA vs LEN
-10.6%
-37.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.5% | -7.1% | -6.7% |
| 7D | -8.3% | -3.4% | -4.9% | -7.5% |
| 30D | -2.4% | -5.7% | +3.2% | -1.1% |
| 3M | +4.5% | -12.2% | +16.7% | +7.4% |
| 6M | -18.8% | -18.3% | -0.5% | -15.3% |
| YTD | -8.9% | -20.2% | +11.3% | -4.8% |
| 1Y | -18.3% | -40.1% | +21.8% | -8.3% |
| 3Y | -35.0% | -26.2% | -8.8% | -34.3% |
| 5Y | -48.2% | -9.8% | -38.3% | -54.3% |
| All | -48.2% | -10.6% | -37.5% | -54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 5y: compounded portfolio wealth divided by compounded LEN 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…
5y analysis · Full analysis span regression · 6 months rolling