+295.4%
CHTR vs LII
+995.5%
-700.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +4.0% |
| 7D | +17.2% | +2.9% | +14.3% | +16.2% |
| 30D | +31.6% | +0.9% | +30.7% | +31.1% |
| 3M | -11.6% | -15.5% | +3.9% | -7.1% |
| 6M | -3.3% | -30.2% | +26.9% | +5.7% |
| YTD | -33.7% | -26.8% | -6.9% | -29.3% |
| 1Y | -32.4% | -25.3% | -7.2% | -28.5% |
| 3Y | -65.9% | -7.8% | -58.2% | -67.3% |
| 5Y | -79.9% | +17.0% | -96.9% | -82.6% |
| 10Y | -49.2% | +169.9% | -219.1% | -67.1% |
| All | +295.4% | +995.5% | -700.1% | +65.6% |
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 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