-80.4%
CHTR vs LTH
+156.3%
-236.7%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.4% | -3.7% |
| 7D | -0.3% | +1.5% | -1.8% | -0.6% |
| 30D | -4.5% | -3.1% | -1.4% | -3.8% |
| 3M | +10.2% | +28.1% | -17.9% | +4.2% |
| 6M | -37.2% | +67.4% | -104.6% | -44.7% |
| YTD | -30.2% | +59.8% | -90.0% | -37.9% |
| 1Y | -44.8% | +45.6% | -90.4% | -49.9% |
| 3Y | -65.5% | +162.0% | -227.5% | -73.6% |
| All | -80.4% | +156.3% | -236.7% | -86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling