+308.9%
CMCSA vs LVS
+67.7%
+241.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | +0.1% | +0.3% | -0.2% | +0.1% |
| 30D | +3.8% | -3.9% | +7.7% | +4.4% |
| 3M | +12.3% | -12.9% | +25.2% | +14.5% |
| 6M | -15.4% | -16.9% | +1.6% | -13.5% |
| YTD | -2.5% | -31.2% | +28.8% | +2.1% |
| 1Y | -13.4% | -16.4% | +3.0% | -12.1% |
| 3Y | -30.4% | -4.4% | -25.9% | -31.8% |
| 5Y | -45.0% | +6.7% | -51.7% | -48.4% |
| 10Y | +10.2% | +1.4% | +8.7% | +1.5% |
| All | +308.9% | +67.7% | +241.1% | +230.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling