-66.6%
CHTR vs LNG
+74.6%
-141.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.7% |
| 7D | -4.1% | -4.7% | +0.6% | -3.2% |
| 30D | -3.0% | +3.8% | -6.8% | -3.5% |
| 3M | +4.8% | +16.2% | -11.4% | +1.6% |
| 6M | -35.0% | +11.7% | -46.7% | -36.9% |
| YTD | -30.2% | +44.2% | -74.4% | -36.2% |
| 1Y | -44.8% | +18.6% | -63.3% | -47.1% |
| 3Y | -66.6% | +77.4% | -144.0% | -72.7% |
| All | -66.6% | +74.6% | -141.1% | -72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 3y: compounded portfolio wealth divided by compounded LNG 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…
3y analysis · Full analysis span regression · 6 months rolling