+716.2%
LIN vs CHTR
+334.3%
+381.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.0% |
| 7D | -2.1% | -1.1% | -1.1% | -2.0% |
| 30D | -2.4% | -0.8% | -1.7% | -2.5% |
| 3M | -5.6% | +17.8% | -23.4% | -9.4% |
| 6M | -3.4% | -34.5% | +31.1% | +3.1% |
| YTD | +13.1% | -27.2% | +40.3% | +17.4% |
| 1Y | +2.5% | -41.4% | +43.9% | +11.4% |
| 3Y | +27.6% | -64.0% | +91.6% | +49.8% |
| 5Y | +63.0% | -81.3% | +144.3% | +122.1% |
| 10Y | +359.3% | -44.1% | +403.4% | +363.3% |
| All | +716.2% | +334.3% | +381.9% | +369.3% |
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