+1,009.8%
LITE vs CHTR
-81.8%
+1,091.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -4.1% | +15.2% | +11.6% |
| 7D | +12.6% | -0.3% | +12.9% | +12.5% |
| 30D | +9.9% | -4.5% | +14.4% | +10.0% |
| 3M | +9.3% | +10.2% | -1.0% | +6.0% |
| 6M | +75.2% | -37.2% | +112.5% | +87.1% |
| YTD | +165.5% | -30.2% | +195.7% | +173.8% |
| 1Y | +555.0% | -44.8% | +599.7% | +619.9% |
| 3Y | +1,870.5% | -65.5% | +1,936.0% | +2,304.9% |
| 5Y | +1,009.8% | -81.8% | +1,091.6% | +1,318.1% |
| All | +1,009.8% | -81.8% | +1,091.6% | +1,318.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling