+36.2%
LIN vs CHTR
-72.0%
+108.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.2% | +5.0% | -0.7% |
| 7D | +0.2% | +5.9% | -5.7% | -0.3% |
| 30D | +6.5% | +10.4% | -3.9% | +5.6% |
| 3M | +5.5% | -25.0% | +30.5% | +7.6% |
| 6M | +3.3% | -24.6% | +27.9% | +5.3% |
| YTD | +22.0% | -43.4% | +65.5% | +26.5% |
| 1Y | +25.7% | -45.8% | +71.5% | +30.9% |
| 3Y | +36.2% | -71.6% | +107.8% | +49.8% |
| All | +36.2% | -72.0% | +108.3% | +49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling