+2,360.2%
CMCSA vs LIN
+9,840.7%
-7,480.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.2% |
| 7D | -2.1% | -2.1% | 0.0% | -1.3% |
| 30D | +7.0% | -2.4% | +9.5% | +8.0% |
| 3M | +15.1% | -5.6% | +20.7% | +17.4% |
| 6M | -15.4% | -3.4% | -12.0% | -14.6% |
| YTD | -1.9% | +13.1% | -15.0% | -6.9% |
| 1Y | -12.7% | +2.5% | -15.2% | -14.1% |
| 3Y | -31.0% | +27.6% | -58.6% | -37.8% |
| 5Y | -46.1% | +63.0% | -109.1% | -56.4% |
| 10Y | +10.8% | +359.3% | -348.4% | -39.6% |
| All | +2,360.2% | +9,840.7% | -7,480.5% | +609.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling