+279.0%
CHTR vs LII
+983.2%
-704.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.4% |
| 7D | +5.4% | -0.2% | +5.6% | +5.5% |
| 30D | +24.0% | -0.6% | +24.6% | +24.1% |
| 3M | -11.7% | -17.0% | +5.3% | -6.7% |
| 6M | -10.3% | -31.1% | +20.8% | -1.6% |
| YTD | -36.5% | -27.7% | -8.8% | -32.0% |
| 1Y | -37.7% | -26.2% | -11.6% | -33.9% |
| 3Y | -67.6% | -9.6% | -58.0% | -68.7% |
| 5Y | -80.8% | +15.7% | -96.4% | -83.3% |
| 10Y | -51.3% | +166.9% | -218.2% | -68.3% |
| All | +279.0% | +983.2% | -704.2% | +59.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling