+24.4%
LIN vs CHTR
-34.9%
+59.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.3% | -3.6% | +0.5% |
| 7D | +2.1% | +17.2% | -15.1% | +1.5% |
| 30D | +6.8% | +31.6% | -24.9% | +5.8% |
| 3M | +10.4% | -11.6% | +22.0% | +10.4% |
| 6M | +3.2% | -3.3% | +6.4% | +3.3% |
| YTD | +24.6% | -33.7% | +58.3% | +24.4% |
| 1Y | +24.4% | -32.4% | +56.8% | +24.1% |
| All | +24.4% | -34.9% | +59.3% | +24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling