+2,154.1%
CMCSA vs LOW
+39,607.0%
-37,453.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.3% | +1.4% |
| 7D | +3.2% | +1.4% | +1.7% | +2.6% |
| 30D | +19.5% | +21.7% | -2.2% | +11.6% |
| 3M | -2.4% | +5.0% | -7.4% | -4.1% |
| 6M | +3.8% | +4.6% | -0.8% | +1.9% |
| YTD | -5.4% | -3.5% | -1.9% | -4.9% |
| 1Y | +1.1% | +0.5% | +0.6% | +0.1% |
| 3Y | -27.1% | +24.8% | -51.9% | -34.0% |
| 5Y | -40.3% | +6.5% | -46.7% | -43.7% |
| 10Y | +6.0% | +294.6% | -288.6% | -40.1% |
| All | +2,154.1% | +39,607.0% | -37,453.0% | +144.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling