+412.1%
LIN vs CHTR
-50.6%
+462.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.6% | -10.3% | -1.6% |
| 7D | +2.0% | +17.8% | -15.8% | -1.1% |
| 30D | +7.9% | +29.7% | -21.8% | +2.6% |
| 3M | +6.3% | -12.5% | +18.8% | +8.1% |
| 6M | +6.5% | -13.4% | +19.9% | +7.8% |
| YTD | +23.6% | -35.8% | +59.4% | +30.4% |
| 1Y | +25.7% | -36.3% | +62.0% | +32.8% |
| 3Y | +35.6% | -67.3% | +102.9% | +61.3% |
| 5Y | +65.9% | -80.9% | +146.7% | +125.9% |
| 10Y | +412.1% | -50.5% | +462.6% | +426.0% |
| All | +412.1% | -50.6% | +462.6% | +426.0% |
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