-49.3%
CHTR vs LDOS
+258.9%
-308.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.9% | -7.3% | -7.9% |
| 7D | -15.8% | -4.2% | -11.6% | -14.6% |
| 30D | -12.7% | -7.9% | -4.8% | -10.5% |
| 3M | -1.1% | +4.1% | -5.2% | -2.7% |
| 6M | -39.9% | -28.2% | -11.7% | -33.9% |
| YTD | -35.9% | -28.5% | -7.3% | -29.7% |
| 1Y | -49.2% | -27.7% | -21.5% | -44.7% |
| 3Y | -68.3% | +38.4% | -106.7% | -72.6% |
| 5Y | -83.0% | +38.0% | -120.9% | -85.5% |
| 10Y | -49.3% | +262.1% | -311.4% | -66.5% |
| All | -49.3% | +258.9% | -308.2% | -66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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