+1.8%
CMCSA vs LVS
-31.5%
+33.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +6.5% | -1.5% | +4.7% |
| 7D | +15.2% | +13.4% | +1.8% | +14.9% |
| 30D | +17.0% | +12.2% | +4.8% | +16.7% |
| 3M | +1.2% | -10.7% | +12.0% | 0.0% |
| 6M | -5.5% | -19.8% | +14.3% | -7.8% |
| YTD | -6.5% | -35.8% | +29.3% | -10.1% |
| 1Y | +1.8% | -31.8% | +33.6% | -2.0% |
| All | +1.8% | -31.5% | +33.3% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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