-45.6%
CHTR vs LEN
-21.9%
-23.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +7.1% | -1.4% | +3.7% |
| 7D | +14.1% | +10.5% | +3.6% | +11.0% |
| 30D | +11.6% | +24.6% | -13.1% | +5.5% |
| 3M | -21.4% | +6.6% | -28.1% | -23.2% |
| 6M | -27.3% | +10.6% | -37.9% | -30.3% |
| YTD | -42.4% | -8.3% | -34.1% | -41.9% |
| 1Y | -45.6% | -22.5% | -23.0% | -43.7% |
| All | -45.6% | -21.9% | -23.7% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling