+1,365.2%
CMCSA vs LNG
+1,108.8%
+256.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.5% | +4.9% | -0.4% |
| 7D | +0.1% | -6.2% | +6.3% | +0.3% |
| 30D | +3.8% | +8.0% | -4.2% | +3.5% |
| 3M | +12.3% | +16.9% | -4.6% | +11.6% |
| 6M | -15.4% | +8.7% | -24.1% | -15.7% |
| YTD | -2.5% | +43.0% | -45.5% | -3.8% |
| 1Y | -13.4% | +19.4% | -32.8% | -14.0% |
| 3Y | -30.4% | +74.7% | -105.1% | -31.9% |
| 5Y | -45.0% | +222.4% | -267.4% | -47.5% |
| 10Y | +10.2% | +532.2% | -522.0% | +2.3% |
| All | +1,365.2% | +1,108.8% | +256.4% | +1,069.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling