-47.9%
CMCSA vs LVS
+5.3%
-53.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.5% | -5.1% | -6.4% |
| 7D | -8.3% | -2.7% | -5.6% | -8.0% |
| 30D | -2.4% | -4.7% | +2.3% | -1.8% |
| 3M | +4.5% | -15.6% | +20.1% | +6.6% |
| 6M | -18.8% | -18.6% | -0.1% | -17.0% |
| YTD | -8.9% | -32.3% | +23.3% | -4.9% |
| 1Y | -18.3% | -18.0% | -0.3% | -17.3% |
| 3Y | -35.0% | -5.8% | -29.1% | -37.0% |
| All | -47.9% | +5.3% | -53.2% | -51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling