-47.8%
CHTR vs LII
+170.6%
-218.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.8% | +5.8% | +5.3% |
| 7D | -7.1% | -3.5% | -3.7% | -6.0% |
| 30D | -10.9% | -13.5% | +2.6% | -6.6% |
| 3M | +2.0% | -26.0% | +28.0% | +10.2% |
| 6M | -35.9% | -26.8% | -9.1% | -31.3% |
| YTD | -32.7% | -22.9% | -9.8% | -29.3% |
| 1Y | -46.6% | -32.6% | -13.9% | -41.2% |
| 3Y | -66.7% | -1.3% | -65.4% | -69.2% |
| 5Y | -82.1% | +23.1% | -105.2% | -85.3% |
| All | -47.8% | +170.6% | -218.4% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded LII 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling