-69.3%
CHTR vs LSCC
+24.3%
-93.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -1.7% | -6.4% | -8.1% |
| 7D | -15.8% | +1.4% | -17.2% | -15.8% |
| 30D | -12.7% | -10.0% | -2.6% | -12.4% |
| 3M | -1.1% | -16.1% | +15.0% | -0.6% |
| 6M | -39.9% | +27.4% | -67.3% | -41.9% |
| YTD | -35.9% | +56.9% | -92.8% | -39.5% |
| 1Y | -49.2% | +74.6% | -123.7% | -52.7% |
| All | -69.3% | +24.3% | -93.6% | -72.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling