+2,068.1%
LLY vs CMCSA
+5.8%
+2,062.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.7% | +0.1% |
| 7D | +1.4% | +0.7% | +0.7% | +1.2% |
| 30D | +21.5% | +21.0% | +0.5% | +15.7% |
| 3M | +18.5% | -0.9% | +19.4% | +18.4% |
| 6M | +49.1% | +2.9% | +46.2% | +47.1% |
| YTD | +34.4% | -5.9% | +40.3% | +35.1% |
| 1Y | +46.3% | +2.5% | +43.8% | +43.6% |
| 3Y | +145.5% | -28.3% | +173.7% | +160.1% |
| 5Y | +472.7% | -40.8% | +513.5% | +535.8% |
| All | +2,068.1% | +5.8% | +2,062.2% | +1,900.2% |
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 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