-83.0%
CHTR vs LII
+21.2%
-104.1%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -2.4% | -5.7% | -7.3% |
| 7D | -15.8% | +0.5% | -16.3% | -15.9% |
| 30D | -12.7% | -11.2% | -1.4% | -9.2% |
| 3M | -1.1% | -28.8% | +27.7% | +8.2% |
| 6M | -39.9% | -26.9% | -13.0% | -35.6% |
| YTD | -35.9% | -22.2% | -13.7% | -33.1% |
| 1Y | -49.2% | -32.0% | -17.2% | -44.2% |
| 3Y | -68.3% | -0.4% | -67.9% | -72.0% |
| 5Y | -83.0% | +22.4% | -105.4% | -87.6% |
| All | -83.0% | +21.2% | -104.1% | -87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling