+10.5%
CMCSA vs LIN
+358.9%
-348.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.1% |
| 7D | -2.1% | -2.1% | 0.0% | -1.1% |
| 30D | +7.0% | -2.4% | +9.5% | +8.3% |
| 3M | +15.1% | -5.6% | +20.7% | +17.9% |
| 6M | -15.4% | -3.4% | -12.0% | -14.5% |
| YTD | -1.9% | +13.1% | -15.0% | -8.5% |
| 1Y | -12.7% | +2.5% | -15.2% | -14.6% |
| 3Y | -31.0% | +27.6% | -58.6% | -39.8% |
| 5Y | -46.1% | +63.0% | -109.1% | -59.4% |
| All | +10.5% | +358.9% | -348.3% | -48.4% |
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