-81.6%
CHTR vs LH
+27.0%
-108.6%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.2% | +3.0% |
| 7D | -4.1% | -4.7% | +0.6% | -2.1% |
| 30D | -3.0% | -3.5% | +0.5% | -1.5% |
| 3M | +4.8% | +17.7% | -12.9% | -2.9% |
| 6M | -35.0% | +15.8% | -50.8% | -39.4% |
| YTD | -30.2% | +25.1% | -55.3% | -37.4% |
| 1Y | -44.8% | +12.5% | -57.3% | -48.2% |
| 3Y | -66.6% | +59.8% | -126.3% | -74.2% |
| All | -81.6% | +27.0% | -108.6% | -85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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