-50.0%
CHTR vs LSCC
+1,498.6%
-1,548.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.4% | -8.7% | +0.5% |
| 7D | +13.4% | +14.5% | -1.1% | +11.4% |
| 30D | +33.0% | -0.1% | +33.1% | +32.3% |
| 3M | -13.6% | -2.7% | -10.9% | -14.1% |
| 6M | -7.8% | -4.8% | -3.0% | -9.2% |
| YTD | -34.7% | +66.9% | -101.6% | -41.6% |
| 1Y | -34.8% | +85.8% | -120.7% | -42.7% |
| 3Y | -66.7% | +115.6% | -182.3% | -72.8% |
| 5Y | -80.4% | +48.8% | -129.2% | -83.7% |
| 10Y | -50.0% | +1,490.3% | -1,540.3% | -71.6% |
| All | -50.0% | +1,498.6% | -1,548.5% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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