+189.9%
LQD vs CMCSA
+503.6%
-313.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | -0.6% | +3.8% | -4.4% | -0.7% |
| 3M | -1.2% | +12.3% | -13.5% | -1.6% |
| 6M | -1.9% | -15.4% | +13.4% | -1.6% |
| YTD | -1.3% | -2.5% | +1.2% | -1.3% |
| 1Y | -1.0% | -13.4% | +12.4% | -0.8% |
| 3Y | +15.2% | -30.4% | +45.6% | +16.0% |
| 5Y | -4.4% | -45.0% | +40.6% | -3.6% |
| 10Y | +22.6% | +10.2% | +12.4% | +21.8% |
| All | +189.9% | +503.6% | -313.7% | +183.5% |
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 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