+6.1%
CMCSA vs LYV
+564.6%
-558.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -4.9% | -1.9% | -2.9% | -4.4% |
| 30D | -1.1% | -8.2% | +7.1% | +1.1% |
| 3M | +6.6% | -1.3% | +7.8% | +6.8% |
| 6M | -15.5% | +2.6% | -18.1% | -16.4% |
| YTD | -6.7% | +19.4% | -26.1% | -11.7% |
| 1Y | -15.6% | -2.2% | -13.3% | -16.1% |
| 3Y | -33.7% | +106.0% | -139.7% | -46.9% |
| 5Y | -46.6% | +97.7% | -144.3% | -58.4% |
| All | +6.1% | +564.6% | -558.6% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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