+100.1%
LLY vs CMCSA
-29.9%
+129.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | 0.0% |
| 6M | +14.9% | -15.4% | +30.2% | +17.3% |
| YTD | +7.5% | -1.9% | +9.4% | +7.6% |
| 1Y | +55.7% | -12.7% | +68.4% | +58.4% |
| All | +100.1% | -29.9% | +129.9% | +108.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling