+2,331.0%
LITE vs CMCSA
+11.0%
+2,320.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +4.2% |
| 7D | -1.5% | -2.1% | +0.6% | -0.8% |
| 30D | +6.7% | +7.0% | -0.4% | +3.5% |
| 3M | -6.8% | +15.1% | -21.8% | -13.2% |
| 6M | +29.4% | -15.4% | +44.8% | +35.1% |
| YTD | +139.1% | -1.9% | +141.0% | +131.1% |
| 1Y | +521.0% | -12.7% | +533.7% | +530.8% |
| 3Y | +1,535.3% | -31.0% | +1,566.3% | +1,746.6% |
| 5Y | +889.8% | -46.1% | +935.9% | +1,143.7% |
| All | +2,331.0% | +11.0% | +2,320.0% | +1,923.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA 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 CMCSA 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