+390.2%
LLY vs CMCSA
-48.8%
+439.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.6% | +6.6% | +1.2% |
| 7D | -3.1% | -8.3% | +5.2% | -1.7% |
| 30D | -8.6% | -2.4% | -6.2% | -8.3% |
| 3M | -1.6% | +4.5% | -6.2% | -2.6% |
| 6M | +11.8% | -18.8% | +30.6% | +15.4% |
| YTD | +5.1% | -8.9% | +14.0% | +6.4% |
| 1Y | +50.7% | -18.3% | +69.0% | +55.2% |
| 3Y | +95.7% | -35.0% | +130.6% | +106.5% |
| 5Y | +390.2% | -48.2% | +438.3% | +437.8% |
| All | +390.2% | -48.8% | +439.0% | +437.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling