-15.6%
CMCSA vs LOW
-25.0%
+9.4%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -4.9% | -3.7% | -1.1% | -3.6% |
| 30D | -1.1% | -8.9% | +7.8% | +2.2% |
| 3M | +6.6% | -10.4% | +17.0% | +10.3% |
| 6M | -15.5% | -19.4% | +3.9% | -9.2% |
| YTD | -6.7% | -17.1% | +10.4% | -0.8% |
| 1Y | -15.6% | -26.3% | +10.7% | -12.7% |
| All | -15.6% | -25.0% | +9.4% | -12.7% |
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