-1.9%
LQD vs CHTR
-46.1%
+44.2%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.7% | -4.9% | +0.7% |
| 7D | +0.4% | +14.1% | -13.7% | +0.2% |
| 30D | +2.6% | +11.6% | -9.0% | +2.4% |
| 3M | -1.7% | -21.4% | +19.7% | -1.5% |
| 6M | -1.9% | -27.3% | +25.3% | -1.7% |
| YTD | -2.2% | -42.4% | +40.2% | -2.1% |
| 1Y | -1.9% | -45.6% | +43.7% | -1.7% |
| All | -1.9% | -46.1% | +44.2% | -1.7% |
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