+129.4%
LITE vs CMCSA
+1.1%
+128.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.5% | +10.2% | +11.1% |
| 7D | -12.9% | +2.7% | -15.6% | -10.7% |
| 30D | -46.0% | +18.6% | -64.6% | -38.0% |
| 3M | -33.0% | -1.8% | -31.2% | -30.7% |
| 6M | -34.0% | -0.7% | -33.4% | -30.1% |
| YTD | +61.7% | -7.8% | +69.6% | +76.7% |
| All | +129.4% | +1.1% | +128.3% | +172.2% |
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