-81.6%
CHTR vs LEN
-11.2%
-70.4%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +3.1% |
| 7D | -4.1% | -4.8% | +0.7% | -2.7% |
| 30D | -3.0% | -6.6% | +3.6% | -0.9% |
| 3M | +4.8% | -15.7% | +20.4% | +9.7% |
| 6M | -35.0% | -16.6% | -18.4% | -31.9% |
| YTD | -30.2% | -21.3% | -8.8% | -25.8% |
| 1Y | -44.8% | -42.0% | -2.7% | -35.7% |
| 3Y | -66.6% | -27.9% | -38.6% | -65.5% |
| All | -81.6% | -11.2% | -70.4% | -84.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling