+2,085.1%
CMCSA vs LSCC
+9,784.2%
-7,699.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.1% | -9.4% | -3.4% |
| 7D | +5.0% | +13.0% | -7.9% | +2.7% |
| 30D | +16.5% | -19.8% | +36.3% | +19.7% |
| 3M | -1.6% | -18.4% | +16.8% | +0.4% |
| 6M | -5.0% | -16.1% | +11.1% | -5.0% |
| YTD | -8.3% | +42.7% | -51.0% | -17.3% |
| 1Y | +0.4% | +68.0% | -67.6% | -12.1% |
| 3Y | -31.0% | +85.8% | -116.8% | -43.7% |
| 5Y | -42.5% | +28.0% | -70.6% | -52.2% |
| 10Y | +12.6% | +1,255.1% | -1,242.5% | -42.2% |
| All | +2,085.1% | +9,784.2% | -7,699.2% | +375.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling