-31.0%
CMCSA vs LSCC
+81.4%
-112.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.1% | -9.4% | -2.4% |
| 7D | +5.0% | +13.0% | -7.9% | +4.8% |
| 30D | +16.5% | -19.8% | +36.3% | +17.2% |
| 3M | -1.6% | -18.4% | +16.8% | -1.1% |
| 6M | -5.0% | -16.1% | +11.1% | -5.2% |
| YTD | -8.3% | +42.7% | -51.0% | -12.5% |
| 1Y | +0.4% | +68.0% | -67.6% | -5.7% |
| 3Y | -31.0% | +85.8% | -116.8% | -41.3% |
| All | -31.0% | +81.4% | -112.4% | -41.3% |
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