+1,870.5%
LITE vs CHTR
-65.0%
+1,935.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -4.1% | +15.2% | +11.3% |
| 7D | +12.6% | -0.3% | +12.9% | +12.6% |
| 30D | +9.9% | -4.5% | +14.4% | +10.0% |
| 3M | +9.3% | +10.2% | -1.0% | +7.3% |
| 6M | +75.2% | -37.2% | +112.5% | +85.0% |
| YTD | +165.5% | -30.2% | +195.7% | +171.8% |
| 1Y | +555.0% | -44.8% | +599.7% | +613.1% |
| 3Y | +1,870.5% | -65.5% | +1,936.0% | +2,339.1% |
| All | +1,870.5% | -65.0% | +1,935.5% | +2,339.1% |
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 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