+185.8%
LMT vs CHTR
-44.7%
+230.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.7% | -4.8% | -1.6% |
| 7D | -0.2% | -4.1% | +3.9% | +0.3% |
| 30D | -13.1% | -3.0% | -10.1% | -13.0% |
| 3M | -3.9% | +4.8% | -8.6% | -5.2% |
| 6M | -18.3% | -35.0% | +16.8% | -14.3% |
| YTD | +10.3% | -30.2% | +40.5% | +14.1% |
| 1Y | +14.2% | -44.8% | +59.0% | +22.3% |
| 3Y | +35.0% | -66.6% | +101.5% | +53.6% |
| 5Y | +73.2% | -81.5% | +154.7% | +125.5% |
| All | +185.8% | -44.7% | +230.5% | +183.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling