+4.7%
CMCSA vs LVS
-10.5%
+15.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.2% | +0.9% |
| 7D | +3.2% | -0.8% | +4.0% | +3.3% |
| 30D | +19.5% | +10.0% | +9.5% | +17.3% |
| 3M | -2.4% | -11.0% | +8.6% | -0.2% |
| 6M | +3.8% | -20.1% | +24.0% | +8.3% |
| YTD | -5.4% | -36.3% | +31.0% | +2.4% |
| 1Y | +1.1% | -36.8% | +38.0% | +9.6% |
| 3Y | -27.1% | -9.5% | -17.6% | -29.1% |
| 5Y | -40.3% | +9.3% | -49.6% | -47.0% |
| All | +4.7% | -10.5% | +15.2% | -4.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling