-81.6%
CHTR vs LYV
+93.4%
-175.0%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | -4.1% | -1.9% | -2.2% | -3.5% |
| 30D | -3.0% | -8.2% | +5.2% | -0.3% |
| 3M | +4.8% | -1.3% | +6.0% | +5.2% |
| 6M | -35.0% | +2.6% | -37.6% | -35.8% |
| YTD | -30.2% | +19.4% | -49.6% | -34.6% |
| 1Y | -44.8% | -2.2% | -42.5% | -45.0% |
| 3Y | -66.6% | +106.0% | -172.6% | -74.3% |
| All | -81.6% | +93.4% | -175.0% | -86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 5y: compounded portfolio wealth divided by compounded LYV 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…
5y analysis · Full analysis span regression · 6 months rolling