+1,560.7%
LLY vs CHTR
-46.7%
+1,607.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.0% | -5.1% | -0.9% |
| 7D | -3.2% | -7.1% | +4.0% | -2.0% |
| 30D | -7.4% | -10.9% | +3.4% | -5.9% |
| 3M | -1.0% | +2.0% | -3.0% | -2.0% |
| 6M | +12.5% | -35.9% | +48.4% | +19.2% |
| YTD | +5.0% | -32.7% | +37.7% | +10.1% |
| 1Y | +49.8% | -46.6% | +96.3% | +62.8% |
| 3Y | +95.5% | -66.7% | +162.2% | +126.9% |
| 5Y | +390.7% | -82.1% | +472.8% | +561.3% |
| All | +1,560.7% | -46.7% | +1,607.4% | +1,607.5% |
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