+2,849.3%
CMCSA vs LH
+1,579.7%
+1,269.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +1.9% | +1.5% |
| 7D | +3.2% | +1.1% | +2.1% | +3.0% |
| 30D | +19.5% | +16.7% | +2.8% | +16.0% |
| 3M | -2.4% | +15.1% | -17.5% | -5.1% |
| 6M | +3.8% | +46.3% | -42.5% | -3.5% |
| YTD | -5.4% | +48.8% | -54.1% | -12.5% |
| 1Y | +1.1% | +39.7% | -38.6% | -5.4% |
| 3Y | -27.1% | +87.0% | -114.2% | -35.8% |
| 5Y | -40.3% | +53.0% | -93.3% | -45.7% |
| 10Y | +6.0% | +264.3% | -258.4% | -18.4% |
| All | +2,849.3% | +1,579.7% | +1,269.6% | +1,480.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling