+279.0%
CHTR vs LSCC
+4,114.5%
-3,835.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.2% | +0.5% | -2.3% |
| 7D | +5.4% | +21.2% | -15.8% | +3.0% |
| 30D | +24.0% | -1.9% | +25.9% | +23.6% |
| 3M | -11.7% | -8.1% | -3.6% | -11.7% |
| 6M | -10.3% | -5.2% | -5.1% | -11.6% |
| YTD | -36.5% | +61.5% | -98.0% | -42.4% |
| 1Y | -37.7% | +81.3% | -119.0% | -44.5% |
| 3Y | -67.6% | +108.7% | -176.3% | -72.8% |
| 5Y | -80.8% | +44.1% | -124.9% | -83.6% |
| 10Y | -51.3% | +1,439.5% | -1,490.8% | -70.0% |
| All | +279.0% | +4,114.5% | -3,835.5% | +102.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling