-29.2%
CMCSA vs LSCC
+20.0%
-49.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -0.7% |
| 7D | -2.1% | +1.3% | -3.4% | -2.2% |
| 30D | +7.0% | -9.7% | +16.7% | +7.4% |
| 3M | +15.1% | -23.7% | +38.8% | +16.1% |
| 6M | -15.4% | +26.5% | -41.8% | -17.5% |
| YTD | -1.9% | +57.5% | -59.4% | -6.2% |
| 1Y | -12.7% | +75.7% | -88.4% | -17.6% |
| All | -29.2% | +20.0% | -49.2% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 3y: compounded portfolio wealth divided by compounded LSCC 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…
3y analysis · Full analysis span regression · 6 months rolling