+5.4%
CMCSA vs LIN
+418.8%
-413.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.7% |
| 7D | +0.7% | +0.3% | +0.3% | +0.5% |
| 30D | +21.0% | +8.0% | +12.9% | +16.7% |
| 3M | -0.9% | +7.7% | -8.6% | -4.3% |
| 6M | +2.9% | +5.1% | -2.2% | +0.1% |
| YTD | -5.9% | +24.7% | -30.6% | -16.2% |
| 1Y | +2.5% | +25.1% | -22.6% | -8.9% |
| 3Y | -28.3% | +36.8% | -65.1% | -39.4% |
| 5Y | -40.8% | +67.9% | -108.6% | -55.8% |
| 10Y | +5.4% | +427.2% | -421.8% | -53.0% |
| All | +5.4% | +418.8% | -413.4% | -53.0% |
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