-15.9%
CMCSA vs LH
+11.8%
-27.7%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.4% | +6.8% | +2.7% |
| 7D | -5.6% | -7.4% | +1.8% | -5.0% |
| 30D | -1.9% | -4.6% | +2.7% | -1.5% |
| 3M | +6.4% | +14.5% | -8.1% | +5.4% |
| 6M | -16.9% | +14.8% | -31.7% | -17.8% |
| YTD | -6.8% | +23.3% | -30.0% | -6.8% |
| 1Y | -15.9% | +13.6% | -29.5% | -16.3% |
| All | -15.9% | +11.8% | -27.7% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 1y: compounded portfolio wealth divided by compounded LH 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…
1y analysis · Full analysis span regression · 6 months rolling