+21,908.6%
LLY vs CMCSA
+2,200.1%
+19,708.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.5% | +1.2% |
| 7D | +1.6% | +4.6% | -2.9% | +0.7% |
| 30D | +21.5% | +19.8% | +1.7% | +17.1% |
| 3M | +16.4% | -0.3% | +16.7% | +16.3% |
| 6M | +51.5% | +0.3% | +51.2% | +50.7% |
| YTD | +33.9% | -6.9% | +40.8% | +34.9% |
| 1Y | +49.1% | +2.6% | +46.5% | +47.0% |
| 3Y | +144.6% | -29.0% | +173.7% | +156.7% |
| 5Y | +466.3% | -42.0% | +508.3% | +511.9% |
| 10Y | +2,024.1% | +6.4% | +2,017.7% | +1,894.5% |
| All | +21,908.6% | +2,200.1% | +19,708.6% | +10,634.1% |
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 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