+361.6%
LRCX vs CMCSA
-33.4%
+395.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -3.1% | -4.9% | +1.8% | -3.0% |
| 30D | -8.6% | -1.1% | -7.5% | -8.6% |
| 3M | -17.7% | +6.6% | -24.2% | -17.9% |
| 6M | +36.4% | -15.5% | +51.8% | +39.3% |
| YTD | +74.5% | -6.7% | +81.2% | +74.0% |
| 1Y | +159.4% | -15.6% | +175.0% | +165.7% |
| 3Y | +361.6% | -33.7% | +395.3% | +405.0% |
| All | +361.6% | -33.4% | +395.0% | +405.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling