+248.7%
CMCSA vs LII
+2,806.7%
-2,558.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.8% |
| 7D | +0.7% | -2.3% | +3.0% | +1.4% |
| 30D | +21.0% | -1.7% | +22.7% | +21.4% |
| 3M | -0.9% | -18.3% | +17.3% | +5.0% |
| 6M | +2.9% | -32.3% | +35.2% | +13.5% |
| YTD | -5.9% | -27.1% | +21.2% | +0.4% |
| 1Y | +2.5% | -27.2% | +29.7% | +9.3% |
| 3Y | -28.3% | -8.9% | -19.3% | -30.7% |
| 5Y | -40.8% | +19.7% | -60.5% | -48.7% |
| 10Y | +5.4% | +168.9% | -163.5% | -30.7% |
| All | +248.7% | +2,806.7% | -2,558.1% | -1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling