+17,561.1%
LLY vs CMCSA
+2,324.1%
+15,237.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -2.1% | -2.1% | 0.0% | -1.7% |
| 30D | -1.6% | +7.0% | -8.6% | -3.0% |
| 3M | +2.3% | +15.1% | -12.8% | -0.8% |
| 6M | +14.9% | -15.4% | +30.2% | +18.2% |
| YTD | +7.5% | -1.9% | +9.4% | +7.2% |
| 1Y | +55.7% | -12.7% | +68.4% | +58.7% |
| 3Y | +110.6% | -31.0% | +141.6% | +122.5% |
| 5Y | +363.4% | -46.1% | +409.5% | +408.7% |
| 10Y | +1,649.0% | +10.8% | +1,638.1% | +1,531.3% |
| All | +17,561.1% | +2,324.1% | +15,237.0% | +8,435.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling