-44.8%
CHTR vs LNT
+8.4%
-53.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | -4.1% | -1.0% | -3.0% | -3.7% |
| 30D | -3.0% | -4.2% | +1.3% | -1.4% |
| 3M | +4.8% | -6.7% | +11.4% | +7.1% |
| 6M | -35.0% | -3.6% | -31.5% | -34.2% |
| YTD | -30.2% | +5.9% | -36.1% | -32.2% |
| 1Y | -44.8% | +7.3% | -52.0% | -47.2% |
| All | -44.8% | +8.4% | -53.2% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 1y: compounded portfolio wealth divided by compounded LNT 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…
1y analysis · Full analysis span regression · 6 months rolling