+334.3%
CHTR vs LSCC
+4,009.9%
-3,675.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | +0.2% |
| 7D | -1.1% | +1.3% | -2.4% | -1.2% |
| 30D | -0.8% | -9.7% | +8.9% | +0.2% |
| 3M | +17.8% | -23.7% | +41.5% | +20.5% |
| 6M | -34.5% | +26.5% | -61.0% | -37.8% |
| YTD | -27.2% | +57.5% | -84.7% | -33.2% |
| 1Y | -41.4% | +75.7% | -117.1% | -47.3% |
| 3Y | -64.0% | +19.5% | -83.5% | -67.2% |
| 5Y | -81.3% | +83.8% | -165.0% | -84.4% |
| 10Y | -44.1% | +1,772.4% | -1,816.5% | -66.1% |
| All | +334.3% | +4,009.9% | -3,675.7% | +135.1% |
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 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