-47.2%
CMCSA vs LYV
+93.4%
-140.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.9% |
| 3M | +6.6% | -1.3% | +7.8% | +6.8% |
| 6M | -15.5% | +2.6% | -18.1% | -16.3% |
| YTD | -6.7% | +19.4% | -26.1% | -11.2% |
| 1Y | -15.6% | -2.2% | -13.3% | -15.8% |
| 3Y | -33.7% | +106.0% | -139.7% | -46.3% |
| All | -47.2% | +93.4% | -140.6% | -58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling