+315.2%
CMCSA vs LYB
+631.6%
-316.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.4% |
| 7D | -5.6% | -0.7% | -4.8% | -5.4% |
| 30D | -1.9% | +1.5% | -3.4% | -2.4% |
| 3M | +6.4% | -0.3% | +6.7% | +6.0% |
| 6M | -16.9% | +0.1% | -17.0% | -18.6% |
| YTD | -6.8% | +53.4% | -60.2% | -19.8% |
| 1Y | -15.9% | +25.6% | -41.5% | -23.7% |
| 3Y | -33.4% | -21.3% | -12.1% | -32.0% |
| 5Y | -46.7% | -2.4% | -44.3% | -49.6% |
| 10Y | +7.0% | +48.8% | -41.7% | -17.7% |
| All | +315.2% | +631.6% | -316.3% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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