-55.1%
CHTR vs LDOS
+262.7%
-317.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.3% | +0.3% | +1.9% |
| 7D | +4.9% | -5.8% | +10.7% | +6.9% |
| 30D | +17.2% | +11.6% | +5.7% | +13.2% |
| 3M | -20.6% | -1.0% | -19.6% | -20.5% |
| 6M | -21.7% | +5.1% | -26.8% | -23.3% |
| YTD | -41.9% | -24.0% | -17.9% | -37.6% |
| 1Y | -44.9% | -30.3% | -14.6% | -39.3% |
| 3Y | -70.0% | +37.0% | -107.0% | -74.0% |
| 5Y | -82.6% | +53.4% | -135.9% | -85.7% |
| 10Y | -55.1% | +252.0% | -307.0% | -68.8% |
| All | -55.1% | +262.7% | -317.8% | -68.8% |
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