+92.7%
LLY vs CHTR
-68.4%
+161.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.1% | +8.2% | +0.8% |
| 7D | -3.1% | -15.8% | +12.7% | -1.4% |
| 30D | -8.6% | -12.7% | +4.0% | -7.5% |
| 3M | -1.6% | -1.1% | -0.6% | -1.8% |
| 6M | +11.8% | -39.9% | +51.7% | +16.2% |
| YTD | +5.1% | -35.9% | +41.0% | +8.5% |
| 1Y | +50.7% | -49.2% | +99.9% | +58.0% |
| All | +92.7% | -68.4% | +161.1% | +121.8% |
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 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