-45.9%
CHTR vs LYB
+48.3%
-94.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.9% | +4.7% | +3.9% |
| 7D | -4.1% | +0.3% | -4.4% | -4.2% |
| 30D | -3.0% | +2.5% | -5.4% | -3.6% |
| 3M | +4.8% | +1.4% | +3.4% | +4.2% |
| 6M | -35.0% | -3.5% | -31.5% | -35.4% |
| YTD | -30.2% | +52.0% | -82.2% | -37.7% |
| 1Y | -44.8% | +22.1% | -66.8% | -48.4% |
| 3Y | -66.6% | -22.8% | -43.8% | -65.9% |
| 5Y | -81.5% | -3.4% | -78.1% | -82.1% |
| All | -45.9% | +48.3% | -94.1% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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