+6,193.6%
LLY vs CHTR
+295.4%
+5,898.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.3% | -3.1% | +0.5% |
| 7D | +6.7% | +17.2% | -10.5% | +3.7% |
| 30D | +19.6% | +31.6% | -12.1% | +13.7% |
| 3M | +19.7% | -11.6% | +31.3% | +21.5% |
| 6M | +42.7% | -3.3% | +46.0% | +41.8% |
| YTD | +35.1% | -33.7% | +68.8% | +41.8% |
| 1Y | +42.2% | -32.4% | +74.6% | +48.6% |
| 3Y | +140.8% | -65.9% | +206.7% | +177.9% |
| 5Y | +480.6% | -79.9% | +560.5% | +638.9% |
| 10Y | +2,061.9% | -49.2% | +2,111.1% | +2,100.4% |
| All | +6,193.6% | +295.4% | +5,898.2% | +4,133.9% |
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