+140.8%
LLY vs CMCSA
-27.5%
+168.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.0% |
| 7D | +6.7% | +3.2% | +3.6% | +6.2% |
| 30D | +19.6% | +19.5% | 0.0% | +16.5% |
| 3M | +19.7% | -2.4% | +22.1% | +19.7% |
| 6M | +42.7% | +3.8% | +38.9% | +41.2% |
| YTD | +35.1% | -5.4% | +40.5% | +35.7% |
| 1Y | +42.2% | +1.1% | +41.1% | +41.7% |
| 3Y | +140.8% | -27.1% | +167.9% | +142.5% |
| All | +140.8% | -27.5% | +168.2% | +142.5% |
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