+2.6%
CMCSA vs LTH
+85.5%
-82.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.2% | +0.9% |
| 7D | +4.6% | +6.4% | -1.8% | +3.9% |
| 30D | +19.8% | +16.7% | +3.1% | +18.1% |
| 3M | -0.3% | +11.7% | -11.9% | -1.4% |
| 6M | +0.3% | +48.5% | -48.2% | -0.8% |
| YTD | -6.9% | +78.4% | -85.3% | -8.5% |
| 1Y | +2.6% | +89.7% | -87.1% | -0.9% |
| All | +2.6% | +85.5% | -82.9% | -0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling