+8.2%
CMCSA vs LII
+170.7%
-162.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.2% |
| 7D | +2.7% | -1.2% | +3.9% | +3.0% |
| 30D | +18.6% | -2.0% | +20.6% | +19.1% |
| 3M | -1.8% | -20.2% | +18.4% | +4.7% |
| 6M | -0.7% | -32.5% | +31.9% | +9.4% |
| YTD | -7.8% | -27.4% | +19.6% | -2.0% |
| 1Y | +0.7% | -28.2% | +28.9% | +7.4% |
| 3Y | -28.0% | -7.2% | -20.7% | -32.9% |
| 5Y | -42.1% | +19.9% | -62.0% | -52.7% |
| 10Y | +8.2% | +168.6% | -160.5% | -32.1% |
| All | +8.2% | +170.7% | -162.6% | -32.1% |
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