+546.2%
LITE vs CHTR
-82.6%
+628.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.7% | +8.0% | +10.5% |
| 7D | -12.9% | +4.9% | -17.8% | -13.4% |
| 30D | -46.0% | +17.2% | -63.2% | -47.1% |
| 3M | -33.0% | -20.6% | -12.5% | -31.7% |
| 6M | -34.0% | -21.7% | -12.3% | -32.9% |
| YTD | +61.7% | -41.9% | +103.7% | +69.9% |
| 1Y | +148.3% | -44.9% | +193.2% | +164.4% |
| 3Y | +1,408.5% | -70.0% | +1,478.5% | +1,755.4% |
| 5Y | +546.2% | -82.6% | +628.8% | +683.8% |
| All | +546.2% | -82.6% | +628.8% | +683.8% |
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