-45.9%
CHTR vs LPLA
+1,251.7%
-1,297.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +3.4% |
| 7D | -4.1% | -1.5% | -2.5% | -3.8% |
| 30D | -3.0% | -6.0% | +3.0% | -1.9% |
| 3M | +4.8% | +24.0% | -19.3% | +0.6% |
| 6M | -35.0% | +17.0% | -52.0% | -37.2% |
| YTD | -30.2% | -0.7% | -29.5% | -30.7% |
| 1Y | -44.8% | +2.1% | -46.9% | -45.6% |
| 3Y | -66.6% | +48.7% | -115.2% | -70.0% |
| 5Y | -81.5% | +151.2% | -232.7% | -85.6% |
| All | -45.9% | +1,251.7% | -1,297.6% | -69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 10y: compounded portfolio wealth divided by compounded LPLA 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…
10y analysis · Full analysis span regression · 6 months rolling