-46.4%
CMCSA vs LTH
+152.0%
-198.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.7% | -4.9% | -6.3% |
| 7D | -8.3% | -4.0% | -4.3% | -7.7% |
| 30D | -2.4% | -1.7% | -0.7% | -2.2% |
| 3M | +4.5% | +28.0% | -23.5% | +0.4% |
| 6M | -18.8% | +54.1% | -72.8% | -24.7% |
| YTD | -8.9% | +57.1% | -66.0% | -16.0% |
| 1Y | -18.3% | +45.8% | -64.1% | -23.8% |
| 3Y | -35.0% | +157.6% | -192.5% | -46.5% |
| All | -46.4% | +152.0% | -198.4% | -59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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