+42.8%
LRCX vs CHTR
-46.1%
+88.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +5.7% | -9.7% | -2.7% |
| 7D | -12.8% | +14.1% | -26.9% | -9.9% |
| 30D | -36.0% | +11.6% | -47.5% | -33.9% |
| 3M | -30.2% | -21.4% | -8.8% | -32.1% |
| 6M | -14.2% | -27.3% | +13.1% | -15.8% |
| YTD | +29.7% | -42.4% | +72.1% | +29.0% |
| 1Y | +42.8% | -45.6% | +88.4% | +43.5% |
| All | +42.8% | -46.1% | +88.9% | +43.5% |
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