+2,236.9%
CMCSA vs LEN
+10,533.4%
-8,296.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -2.1% | -3.2% | +1.1% | -1.4% |
| 30D | +7.0% | -4.9% | +11.9% | +8.2% |
| 3M | +15.1% | -8.5% | +23.6% | +16.9% |
| 6M | -15.4% | -20.7% | +5.3% | -11.6% |
| YTD | -1.9% | -17.4% | +15.5% | +1.3% |
| 1Y | -12.7% | -38.2% | +25.5% | -4.3% |
| 3Y | -31.0% | -24.9% | -6.1% | -29.0% |
| 5Y | -46.1% | -11.4% | -34.7% | -47.4% |
| 10Y | +10.8% | +110.0% | -99.2% | -15.9% |
| All | +2,236.9% | +10,533.4% | -8,296.5% | +481.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling