+634.0%
LHX vs CHTR
+316.5%
+317.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.7% | -4.8% | -1.9% |
| 7D | -4.3% | -4.1% | -0.2% | -3.6% |
| 30D | -15.1% | -3.0% | -12.2% | -14.9% |
| 3M | -21.0% | +4.8% | -25.7% | -22.4% |
| 6M | -32.0% | -35.0% | +3.0% | -27.2% |
| YTD | -15.3% | -30.2% | +14.8% | -11.2% |
| 1Y | -11.1% | -44.8% | +33.7% | -2.0% |
| 3Y | +54.0% | -66.6% | +120.6% | +84.3% |
| 5Y | +17.1% | -81.5% | +98.6% | +60.9% |
| 10Y | +225.8% | -44.8% | +270.6% | +213.2% |
| All | +634.0% | +316.5% | +317.5% | +212.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling