+11.0%
CMCSA vs LII
+162.0%
-150.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.3% | -1.7% |
| 7D | +5.0% | -0.6% | +5.7% | +5.3% |
| 30D | +16.5% | -4.6% | +21.1% | +17.9% |
| 3M | -1.6% | -21.2% | +19.6% | +5.3% |
| 6M | -5.0% | -36.4% | +31.4% | +6.6% |
| YTD | -8.3% | -28.9% | +20.7% | -1.8% |
| 1Y | +0.4% | -29.5% | +29.9% | +7.6% |
| 3Y | -31.0% | -8.6% | -22.4% | -35.5% |
| 5Y | -42.5% | +20.2% | -62.8% | -53.2% |
| All | +11.0% | +162.0% | -150.9% | -30.1% |
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