-30.4%
CMCSA vs LTH
+159.1%
-189.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.4% |
| 7D | +0.1% | +1.5% | -1.4% | -0.1% |
| 30D | +3.8% | -3.1% | +6.9% | +4.2% |
| 3M | +12.3% | +28.1% | -15.8% | +8.8% |
| 6M | -15.4% | +67.4% | -82.8% | -21.4% |
| YTD | -2.5% | +59.8% | -62.3% | -8.9% |
| 1Y | -13.4% | +45.6% | -59.0% | -18.0% |
| 3Y | -30.4% | +162.0% | -192.4% | -40.3% |
| All | -30.4% | +159.1% | -189.5% | -40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling