+1.8%
CMCSA vs LOW
-0.5%
+2.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +7.5% | -2.5% | +2.0% |
| 7D | +15.2% | +15.6% | -0.4% | +9.0% |
| 30D | +17.0% | +28.6% | -11.6% | +6.8% |
| 3M | +1.2% | +5.8% | -4.6% | -1.4% |
| 6M | -5.5% | +3.8% | -9.3% | -7.7% |
| YTD | -6.5% | -2.8% | -3.7% | -5.9% |
| 1Y | +1.8% | -1.4% | +3.2% | +2.3% |
| All | +1.8% | -0.5% | +2.3% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 1y: compounded portfolio wealth divided by compounded LOW 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…
1y analysis · Full analysis span regression · 6 months rolling