+5,083.9%
LITE vs CHTR
-18.6%
+5,102.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +3.9% |
| 7D | -1.5% | -1.1% | -0.5% | -1.4% |
| 30D | +6.7% | -0.8% | +7.4% | +6.1% |
| 3M | -6.8% | +17.8% | -24.5% | -11.5% |
| 6M | +29.4% | -34.5% | +63.9% | +38.1% |
| YTD | +139.1% | -27.2% | +166.3% | +146.1% |
| 1Y | +521.0% | -41.4% | +562.4% | +578.4% |
| 3Y | +1,535.3% | -64.0% | +1,599.3% | +1,891.3% |
| 5Y | +889.8% | -81.3% | +971.1% | +1,311.0% |
| 10Y | +2,400.7% | -44.1% | +2,444.8% | +2,566.8% |
| All | +5,083.9% | -18.6% | +5,102.5% | +5,278.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling