+1,580.3%
LLY vs CMCSA
+4.4%
+1,576.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.6% | +6.6% | +1.8% |
| 7D | -3.1% | -8.3% | +5.2% | -0.9% |
| 30D | -8.6% | -2.4% | -6.2% | -8.1% |
| 3M | -1.6% | +4.5% | -6.2% | -3.2% |
| 6M | +11.8% | -18.8% | +30.6% | +17.3% |
| YTD | +5.1% | -8.9% | +14.0% | +6.8% |
| 1Y | +50.7% | -18.3% | +69.0% | +57.3% |
| 3Y | +95.7% | -35.0% | +130.6% | +113.6% |
| 5Y | +390.2% | -48.2% | +438.3% | +468.9% |
| 10Y | +1,580.3% | +4.6% | +1,575.8% | +1,354.1% |
| All | +1,580.3% | +4.4% | +1,576.0% | +1,354.1% |
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