+57.3%
LLY vs CMCSA
+3.3%
+54.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.0% | -4.4% | -0.4% |
| 7D | +10.1% | +15.2% | -5.1% | +6.8% |
| 30D | +24.0% | +17.0% | +7.0% | +20.1% |
| 3M | +27.3% | +1.2% | +26.1% | +26.3% |
| 6M | +47.0% | -5.5% | +52.5% | +47.8% |
| YTD | +32.6% | -6.5% | +39.1% | +34.9% |
| 1Y | +57.3% | +1.8% | +55.5% | +57.9% |
| All | +57.3% | +3.3% | +54.0% | +57.9% |
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