-47.9%
CMCSA vs LH
+29.4%
-77.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.2% | -5.5% | -6.3% |
| 7D | -8.3% | -3.2% | -5.1% | -7.3% |
| 30D | -2.4% | +0.1% | -2.6% | -2.5% |
| 3M | +4.5% | +18.6% | -14.1% | -1.0% |
| 6M | -18.8% | +17.9% | -36.7% | -23.1% |
| YTD | -8.9% | +28.9% | -37.9% | -16.4% |
| 1Y | -18.3% | +16.6% | -34.9% | -22.7% |
| 3Y | -35.0% | +63.6% | -98.5% | -46.4% |
| All | -47.9% | +29.4% | -77.3% | -55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling