+2,614.7%
LITE vs CHTR
-49.7%
+2,664.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -8.1% | +9.2% | +2.7% |
| 7D | +13.6% | -15.8% | +29.4% | +17.4% |
| 30D | +21.6% | -12.7% | +34.2% | +23.9% |
| 3M | +20.3% | -1.1% | +21.4% | +18.1% |
| 6M | +54.4% | -39.9% | +94.3% | +67.9% |
| YTD | +168.3% | -35.9% | +204.2% | +183.2% |
| 1Y | +551.8% | -49.2% | +601.0% | +637.5% |
| 3Y | +1,891.5% | -68.3% | +1,959.8% | +2,426.3% |
| 5Y | +1,014.7% | -83.0% | +1,097.7% | +1,590.4% |
| 10Y | +2,614.7% | -49.3% | +2,664.0% | +2,654.1% |
| All | +2,614.7% | -49.7% | +2,664.5% | +2,654.1% |
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 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