+222.0%
LHX vs CHTR
-44.7%
+266.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.7% | -4.8% | -1.7% |
| 7D | -4.3% | -4.1% | -0.2% | -3.7% |
| 30D | -15.1% | -3.0% | -12.2% | -15.0% |
| 3M | -21.0% | +4.8% | -25.7% | -22.1% |
| 6M | -32.0% | -35.0% | +3.0% | -28.1% |
| YTD | -15.3% | -30.2% | +14.8% | -11.9% |
| 1Y | -11.1% | -44.8% | +33.7% | -3.6% |
| 3Y | +54.0% | -66.6% | +120.6% | +79.7% |
| 5Y | +17.1% | -81.5% | +98.6% | +57.2% |
| All | +222.0% | -44.7% | +266.8% | +213.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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