+22.2%
LQD vs CMCSA
+7.4%
+14.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | 0.0% |
| 7D | -1.1% | -4.9% | +3.8% | -0.8% |
| 30D | -1.3% | -1.1% | -0.2% | -1.2% |
| 3M | -3.2% | +6.6% | -9.8% | -3.7% |
| 6M | -2.1% | -15.5% | +13.3% | -1.3% |
| YTD | -2.4% | -6.7% | +4.3% | -2.2% |
| 1Y | -2.7% | -15.6% | +12.9% | -2.0% |
| 3Y | +14.2% | -33.7% | +47.9% | +16.4% |
| 5Y | -5.8% | -46.6% | +40.8% | -3.7% |
| All | +22.2% | +7.4% | +14.7% | +21.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling