+42.7%
LLY vs CHTR
-5.5%
+48.2%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.3% | -3.1% | +0.7% |
| 7D | +6.7% | +17.2% | -10.5% | +4.6% |
| 30D | +19.6% | +31.6% | -12.1% | +15.4% |
| 3M | +19.7% | -11.6% | +31.3% | +20.8% |
| 6M | +42.7% | -3.3% | +46.0% | +41.2% |
| All | +42.7% | -5.5% | +48.2% | +41.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling