-33.8%
CMCSA vs LNG
+74.3%
-108.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.3% |
| 7D | -5.6% | -4.5% | -1.1% | -4.9% |
| 30D | -1.9% | +4.7% | -6.5% | -2.6% |
| 3M | +6.4% | +15.1% | -8.7% | +3.7% |
| 6M | -16.9% | +13.6% | -30.5% | -19.4% |
| YTD | -6.8% | +44.0% | -50.7% | -14.2% |
| 1Y | -15.9% | +18.4% | -34.3% | -19.2% |
| All | -33.8% | +74.3% | -108.0% | -44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling