-44.3%
CMCSA vs LTH
+180.7%
-225.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +1.1% |
| 7D | +3.2% | -1.3% | +4.4% | +3.4% |
| 30D | +19.5% | +15.7% | +3.9% | +16.7% |
| 3M | -2.4% | +5.0% | -7.4% | -3.3% |
| 6M | +3.8% | +37.7% | -33.8% | -1.6% |
| YTD | -5.4% | +75.0% | -80.4% | -14.4% |
| 1Y | +1.1% | +82.6% | -81.5% | -9.2% |
| 3Y | -27.1% | +241.3% | -268.4% | -42.7% |
| 5Y | -40.3% | +135.4% | -175.7% | -54.6% |
| All | -44.3% | +180.7% | -225.1% | -58.4% |
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