-81.3%
CHTR vs LTH
+180.7%
-262.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.2% | +2.2% | +3.8% |
| 7D | +17.2% | -1.3% | +18.5% | +17.6% |
| 30D | +31.6% | +15.7% | +16.0% | +27.3% |
| 3M | -11.6% | +5.0% | -16.6% | -12.6% |
| 6M | -3.3% | +37.7% | -40.9% | -10.1% |
| YTD | -33.7% | +75.0% | -108.7% | -42.3% |
| 1Y | -32.4% | +82.6% | -115.1% | -41.8% |
| 3Y | -65.9% | +241.3% | -307.3% | -75.2% |
| 5Y | -79.9% | +135.4% | -215.3% | -85.9% |
| All | -81.3% | +180.7% | -262.1% | -87.2% |
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