+6.1%
CMCSA vs LPLA
+1,251.7%
-1,245.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.3% |
| 7D | -4.9% | -1.5% | -3.3% | -4.5% |
| 30D | -1.1% | -6.0% | +4.9% | +0.3% |
| 3M | +6.6% | +24.0% | -17.5% | +1.3% |
| 6M | -15.5% | +17.0% | -32.5% | -19.0% |
| YTD | -6.7% | -0.7% | -6.0% | -7.7% |
| 1Y | -15.6% | +2.1% | -17.7% | -17.4% |
| 3Y | -33.7% | +48.7% | -82.4% | -42.3% |
| 5Y | -46.6% | +151.2% | -197.9% | -61.7% |
| All | +6.1% | +1,251.7% | -1,245.6% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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