+11.0%
CMCSA vs LIN
+424.3%
-413.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.7% |
| 7D | +5.0% | +0.2% | +4.8% | +5.0% |
| 30D | +16.5% | +6.5% | +10.0% | +13.1% |
| 3M | -1.6% | +5.5% | -7.1% | -4.0% |
| 6M | -5.0% | +3.3% | -8.4% | -6.9% |
| YTD | -8.3% | +22.0% | -30.3% | -17.4% |
| 1Y | +0.4% | +25.7% | -25.3% | -11.0% |
| 3Y | -31.0% | +36.2% | -67.2% | -41.5% |
| 5Y | -42.5% | +66.1% | -108.6% | -56.9% |
| All | +11.0% | +424.3% | -413.3% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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