+1,493.1%
LITE vs CHTR
-49.2%
+1,542.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.3% | -8.8% | -5.2% |
| 7D | +10.8% | +17.2% | -6.4% | +7.9% |
| 30D | -33.4% | +31.6% | -65.1% | -37.1% |
| 3M | -32.2% | -11.6% | -20.6% | -31.4% |
| 6M | -42.1% | -3.3% | -38.8% | -43.2% |
| YTD | +61.9% | -33.7% | +95.6% | +68.4% |
| 1Y | +163.0% | -32.4% | +195.4% | +171.6% |
| 3Y | +1,358.0% | -65.9% | +1,424.0% | +1,698.8% |
| 5Y | +549.9% | -79.9% | +629.8% | +825.6% |
| All | +1,493.1% | -49.2% | +1,542.3% | +1,589.0% |
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