-81.8%
CHTR vs LSCC
+85.6%
-167.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.4% | -5.5% | -4.3% |
| 7D | -0.3% | +5.2% | -5.5% | -0.8% |
| 30D | -4.5% | -9.6% | +5.2% | -3.6% |
| 3M | +10.2% | -17.8% | +28.0% | +11.7% |
| 6M | -37.2% | +37.4% | -74.7% | -41.3% |
| YTD | -30.2% | +59.7% | -89.9% | -36.6% |
| 1Y | -44.8% | +76.2% | -121.0% | -50.9% |
| 3Y | -65.5% | +28.2% | -93.7% | -69.0% |
| 5Y | -81.8% | +87.2% | -169.0% | -86.1% |
| All | -81.8% | +85.6% | -167.4% | -86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling