+283.0%
CHTR vs LSCC
+3,845.0%
-3,562.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.3% | +12.9% | +10.9% |
| 7D | +17.8% | +5.0% | +12.8% | +16.9% |
| 30D | +29.7% | -11.7% | +41.4% | +30.8% |
| 3M | -12.5% | -13.3% | +0.8% | -12.0% |
| 6M | -13.4% | -12.5% | -0.9% | -13.9% |
| YTD | -35.8% | +51.2% | -87.0% | -41.3% |
| 1Y | -36.3% | +65.9% | -102.2% | -42.6% |
| 3Y | -67.3% | +95.3% | -162.6% | -72.3% |
| 5Y | -80.9% | +38.6% | -119.5% | -83.6% |
| 10Y | -50.5% | +1,352.3% | -1,402.9% | -69.3% |
| All | +283.0% | +3,845.0% | -3,562.0% | +106.5% |
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