+316.5%
CHTR vs LVS
+302.3%
+14.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.6% |
| 7D | -4.1% | -3.5% | -0.6% | -3.5% |
| 30D | -3.0% | -6.2% | +3.3% | -1.8% |
| 3M | +4.8% | -14.8% | +19.6% | +7.7% |
| 6M | -35.0% | -20.9% | -14.2% | -32.5% |
| YTD | -30.2% | -33.0% | +2.9% | -25.6% |
| 1Y | -44.8% | -20.0% | -24.7% | -43.3% |
| 3Y | -66.6% | -6.9% | -59.6% | -67.2% |
| 5Y | -81.5% | +9.1% | -90.6% | -83.0% |
| 10Y | -44.8% | -1.1% | -43.7% | -51.4% |
| All | +316.5% | +302.3% | +14.1% | +208.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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