+273.9%
CHTR vs LPLA
+1,273.0%
-999.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.2% | -8.0% | -8.1% |
| 7D | -15.8% | -1.5% | -14.2% | -15.5% |
| 30D | -12.7% | -6.0% | -6.7% | -11.7% |
| 3M | -1.1% | +21.4% | -22.5% | -4.8% |
| 6M | -39.9% | +12.1% | -52.0% | -41.6% |
| YTD | -35.9% | -1.8% | -34.0% | -36.2% |
| 1Y | -49.2% | +3.2% | -52.4% | -50.1% |
| 3Y | -68.3% | +45.9% | -114.3% | -71.5% |
| 5Y | -83.0% | +144.7% | -227.6% | -86.6% |
| 10Y | -49.3% | +1,222.4% | -1,271.8% | -73.7% |
| All | +273.9% | +1,273.0% | -999.1% | +80.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling