-65.9%
CHTR vs LDOS
+30.5%
-96.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.8% | +4.4% |
| 7D | +17.2% | -1.6% | +18.8% | +17.8% |
| 30D | +31.6% | +8.2% | +23.4% | +28.9% |
| 3M | -11.6% | -8.2% | -3.4% | -9.8% |
| 6M | -3.3% | +5.8% | -9.1% | -5.0% |
| YTD | -33.7% | -27.0% | -6.7% | -30.1% |
| 1Y | -32.4% | -31.0% | -1.4% | -28.0% |
| 3Y | -65.9% | +29.3% | -95.2% | -68.9% |
| All | -65.9% | +30.5% | -96.4% | -68.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling