+431.5%
LIN vs CHTR
-49.2%
+480.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.3% | -3.6% | -0.1% |
| 7D | +2.1% | +17.2% | -15.1% | -0.9% |
| 30D | +6.8% | +31.6% | -24.9% | +1.3% |
| 3M | +10.4% | -11.6% | +22.0% | +12.1% |
| 6M | +3.2% | -3.3% | +6.4% | +2.3% |
| YTD | +24.6% | -33.7% | +58.3% | +30.7% |
| 1Y | +24.4% | -32.4% | +56.8% | +29.8% |
| 3Y | +36.7% | -65.9% | +102.7% | +61.3% |
| 5Y | +67.0% | -79.9% | +146.9% | +124.9% |
| All | +431.5% | -49.2% | +480.6% | +438.1% |
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