+6.1%
CMCSA vs LNG
+562.2%
-556.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -4.9% | -4.7% | -0.2% | -4.0% |
| 30D | -1.1% | +3.8% | -4.9% | -1.9% |
| 3M | +6.6% | +16.2% | -9.6% | +3.0% |
| 6M | -15.5% | +11.7% | -27.2% | -18.0% |
| YTD | -6.7% | +44.2% | -50.9% | -14.4% |
| 1Y | -15.6% | +18.6% | -34.2% | -19.3% |
| 3Y | -33.7% | +77.4% | -111.1% | -42.6% |
| 5Y | -46.6% | +232.3% | -278.9% | -61.3% |
| All | +6.1% | +562.2% | -556.1% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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