-80.4%
CHTR vs LTH
+150.5%
-230.8%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | -4.1% | -4.0% | -0.1% | -3.2% |
| 30D | -3.0% | -5.3% | +2.3% | -1.8% |
| 3M | +4.8% | +19.0% | -14.2% | +0.8% |
| 6M | -35.0% | +55.8% | -90.8% | -41.7% |
| YTD | -30.2% | +56.1% | -86.3% | -37.5% |
| 1Y | -44.8% | +41.3% | -86.0% | -49.5% |
| 3Y | -66.6% | +156.6% | -223.2% | -74.2% |
| All | -80.4% | +150.5% | -230.8% | -86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 10y: compounded portfolio wealth divided by compounded LTH 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…
10y analysis · Full analysis span regression · 6 months rolling