+2,939.2%
CMCSA vs LH
+1,372.9%
+1,566.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | +0.1% | -0.8% | +1.0% | +0.3% |
| 30D | +3.8% | +2.0% | +1.8% | +3.4% |
| 3M | +12.3% | +24.3% | -11.9% | +7.8% |
| 6M | -15.4% | +21.1% | -36.4% | -18.5% |
| YTD | -2.5% | +30.4% | -32.9% | -7.5% |
| 1Y | -13.4% | +18.4% | -31.7% | -16.5% |
| 3Y | -30.4% | +65.5% | -95.8% | -37.2% |
| 5Y | -45.0% | +29.9% | -74.9% | -48.5% |
| 10Y | +10.2% | +186.6% | -176.5% | -11.5% |
| All | +2,939.2% | +1,372.9% | +1,566.4% | +1,571.7% |
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