+282.5%
CHTR vs LEN
+658.7%
-376.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +0.5% | -8.6% | -8.3% |
| 7D | -15.8% | -3.4% | -12.4% | -15.1% |
| 30D | -12.7% | -5.7% | -7.0% | -11.3% |
| 3M | -1.1% | -12.2% | +11.1% | +1.8% |
| 6M | -39.9% | -18.3% | -21.6% | -37.2% |
| YTD | -35.9% | -20.2% | -15.7% | -32.7% |
| 1Y | -49.2% | -40.1% | -9.1% | -42.9% |
| 3Y | -68.3% | -26.2% | -42.1% | -66.9% |
| 5Y | -83.0% | -9.8% | -73.1% | -83.4% |
| 10Y | -49.3% | +109.1% | -158.5% | -62.5% |
| All | +282.5% | +658.7% | -376.1% | +116.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling