+25.9%
LMT vs CHTR
-46.1%
+71.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +5.7% | -12.6% | -7.1% |
| 7D | -5.5% | +14.1% | -19.6% | -6.0% |
| 30D | +17.5% | +11.6% | +5.9% | +16.9% |
| 3M | +1.6% | -21.4% | +23.0% | +2.6% |
| 6M | +16.3% | -27.3% | +43.6% | +18.4% |
| YTD | +25.3% | -42.4% | +67.6% | +28.9% |
| 1Y | +25.9% | -45.6% | +71.4% | +29.5% |
| All | +25.9% | -46.1% | +71.9% | +29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling