+163.0%
LITE vs CMCSA
+1.9%
+161.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.5% | -5.9% | -3.4% |
| 7D | +10.8% | +3.2% | +7.6% | +13.4% |
| 30D | -33.4% | +19.5% | -53.0% | -23.0% |
| 3M | -32.2% | -2.4% | -29.8% | -29.8% |
| 6M | -42.1% | +3.8% | -45.9% | -36.7% |
| YTD | +61.9% | -5.4% | +67.2% | +80.9% |
| 1Y | +163.0% | +1.1% | +161.9% | +208.5% |
| All | +163.0% | +1.9% | +161.1% | +208.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling