+4,905.1%
LLY vs CHTR
+334.3%
+4,570.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | -2.1% | -1.1% | -1.1% | -2.1% |
| 30D | -1.6% | -0.8% | -0.8% | -1.7% |
| 3M | +2.3% | +17.8% | -15.5% | -1.2% |
| 6M | +14.9% | -34.5% | +49.4% | +21.8% |
| YTD | +7.5% | -27.2% | +34.7% | +11.6% |
| 1Y | +55.7% | -41.4% | +97.1% | +67.5% |
| 3Y | +110.6% | -64.0% | +174.6% | +142.0% |
| 5Y | +363.4% | -81.3% | +444.7% | +506.7% |
| 10Y | +1,649.0% | -44.1% | +1,693.1% | +1,658.7% |
| All | +4,905.1% | +334.3% | +4,570.8% | +3,230.2% |
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 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