+316.5%
CHTR vs LNT
+688.8%
-372.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.2% |
| 3M | +4.8% | -6.7% | +11.4% | +7.6% |
| 6M | -35.0% | -3.6% | -31.5% | -34.2% |
| YTD | -30.2% | +5.9% | -36.1% | -32.1% |
| 1Y | -44.8% | +7.3% | -52.0% | -46.6% |
| 3Y | -66.6% | +46.5% | -113.0% | -71.9% |
| 5Y | -81.5% | +32.5% | -113.9% | -83.9% |
| 10Y | -44.8% | +147.9% | -192.7% | -64.5% |
| All | +316.5% | +688.8% | -372.3% | +62.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling