-63.5%
CHTR vs LDOS
+42.3%
-105.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -1.1% | -5.4% | +4.3% | +0.4% |
| 30D | -0.8% | +4.9% | -5.7% | -2.3% |
| 3M | +17.8% | +7.2% | +10.6% | +15.1% |
| 6M | -34.5% | -24.2% | -10.2% | -30.7% |
| YTD | -27.2% | -25.8% | -1.4% | -22.8% |
| 1Y | -41.4% | -24.7% | -16.7% | -38.3% |
| All | -63.5% | +42.3% | -105.8% | -71.7% |
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