+55.7%
LLY vs CMCSA
-12.9%
+68.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -2.1% | -2.1% | 0.0% | -1.8% |
| 30D | -1.6% | +7.0% | -8.6% | -2.6% |
| 3M | +2.3% | +15.1% | -12.8% | -0.1% |
| 6M | +14.9% | -15.4% | +30.2% | +17.0% |
| YTD | +7.5% | -1.9% | +9.4% | +9.3% |
| 1Y | +55.7% | -12.7% | +68.4% | +54.2% |
| All | +55.7% | -12.9% | +68.6% | +54.2% |
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