+301.6%
CHTR vs LNG
+11,628.3%
-11,326.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.7% | +4.3% | +4.9% |
| 7D | -7.1% | -4.5% | -2.7% | -6.7% |
| 30D | -10.9% | +4.7% | -15.5% | -11.3% |
| 3M | +2.0% | +15.1% | -13.1% | +0.4% |
| 6M | -35.9% | +13.6% | -49.5% | -37.0% |
| YTD | -32.7% | +44.0% | -76.6% | -35.5% |
| 1Y | -46.6% | +18.4% | -64.9% | -47.7% |
| 3Y | -66.7% | +75.9% | -142.6% | -69.0% |
| 5Y | -82.1% | +231.7% | -313.8% | -84.5% |
| 10Y | -46.8% | +549.0% | -595.7% | -57.6% |
| All | +301.6% | +11,628.3% | -11,326.7% | +167.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling