+10.5%
CMCSA vs LII
+171.3%
-160.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.9% |
| 7D | -2.1% | -0.7% | -1.4% | -1.9% |
| 30D | +7.0% | -12.6% | +19.6% | +11.3% |
| 3M | +15.1% | -24.4% | +39.5% | +23.0% |
| 6M | -15.4% | -28.7% | +13.3% | -8.5% |
| YTD | -1.9% | -19.1% | +17.2% | +1.3% |
| 1Y | -12.7% | -29.7% | +17.0% | -5.9% |
| 3Y | -31.0% | +4.8% | -35.8% | -38.2% |
| 5Y | -46.1% | +24.6% | -70.7% | -56.1% |
| All | +10.5% | +171.3% | -160.8% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling