It sounds like you are already using rolling date ranges to me, @DanieliusSk (since you mentioned your current comparison of "This Month Last Year"....
Unfortunately, no, there is no easy way to adjust all comparisons in a report (from "this month last year" to "last month").
About the closest you can get, is if you "copy" the comparison date range throughout the report (instead of creating a new one for each table), basically making sure that all the "comparison date ranges" point to the same date range id... then if you update one, all will be updated....
But since you probably looking for this behaviour more for your report users to "easily use", and you likely don't want them mucking with the date ranges you have configured, I'm going to say the answer at this time is no....
That said, while not ideal, if you create a Report Builder report using "Dates from Cells", you could create a more interactive interface for running comparisons... but then all those users would need Report Builder, which also might not be a viable option.....
I believe there are ideas touching on this point that have been requested over the years... but I think this is a good reminder of why this is so important.
I suggest logging an idea here https://experienceleaguecommunities.adobe.com/t5/adobe-analytics-ideas/idb-p/adobe-analytics-ideas to bring this need back to the forefront.