+21,596.1%
LLY vs CMCSA
+2,177.8%
+19,418.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.2% |
| 7D | +0.1% | +2.7% | -2.6% | -0.5% |
| 30D | +19.7% | +18.6% | +1.1% | +15.6% |
| 3M | +19.3% | -1.8% | +21.1% | +19.5% |
| 6M | +49.3% | -0.7% | +50.0% | +48.8% |
| YTD | +32.0% | -7.8% | +39.8% | +33.2% |
| 1Y | +53.7% | +0.7% | +53.0% | +52.1% |
| 3Y | +143.7% | -28.0% | +171.7% | +155.0% |
| 5Y | +463.9% | -42.1% | +506.0% | +509.5% |
| 10Y | +2,006.3% | +8.2% | +1,998.2% | +1,871.8% |
| All | +21,596.1% | +2,177.8% | +19,418.3% | +10,502.6% |
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