+6.1%
CMCSA vs LNT
+148.3%
-142.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -4.9% | -1.0% | -3.8% | -4.4% |
| 30D | -1.1% | -4.2% | +3.2% | +0.7% |
| 3M | +6.6% | -6.7% | +13.2% | +9.5% |
| 6M | -15.5% | -3.6% | -11.9% | -14.3% |
| YTD | -6.7% | +5.9% | -12.6% | -9.2% |
| 1Y | -15.6% | +7.3% | -22.9% | -18.4% |
| 3Y | -33.7% | +46.5% | -80.2% | -44.6% |
| 5Y | -46.6% | +32.5% | -79.1% | -54.0% |
| All | +6.1% | +148.3% | -142.2% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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