-35.9%
CHTR vs LSCC
+66.7%
-102.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.3% | +12.9% | +10.3% |
| 7D | +17.8% | +5.0% | +12.8% | +18.8% |
| 30D | +29.7% | -11.7% | +41.4% | +29.0% |
| 3M | -12.5% | -13.3% | +0.8% | -13.0% |
| 6M | -13.4% | -12.5% | -0.9% | -13.7% |
| YTD | -35.8% | +51.2% | -87.0% | -37.2% |
| All | -35.9% | +66.7% | -102.6% | -39.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling