-5.8%
LQD vs CMCSA
-46.8%
+41.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.0% |
| 7D | -1.1% | -5.6% | +4.5% | -0.7% |
| 30D | -1.1% | -1.9% | +0.7% | -1.0% |
| 3M | -2.3% | +6.4% | -8.8% | -2.8% |
| 6M | -2.9% | -16.9% | +14.0% | -1.9% |
| YTD | -2.3% | -6.8% | +4.5% | -2.2% |
| 1Y | -2.2% | -15.9% | +13.7% | -1.4% |
| 3Y | +14.0% | -33.4% | +47.4% | +16.6% |
| 5Y | -5.8% | -46.7% | +40.9% | -5.7% |
| All | -5.8% | -46.8% | +41.1% | -5.7% |
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