+361.6%
LRCX vs CHTR
-65.7%
+427.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | +0.1% |
| 7D | -3.1% | -4.1% | +1.0% | -3.0% |
| 30D | -8.6% | -3.0% | -5.6% | -8.5% |
| 3M | -17.7% | +4.8% | -22.4% | -17.7% |
| 6M | +36.4% | -35.0% | +71.4% | +39.4% |
| YTD | +74.5% | -30.2% | +104.7% | +76.5% |
| 1Y | +159.4% | -44.8% | +204.2% | +171.5% |
| 3Y | +361.6% | -66.6% | +428.1% | +450.1% |
| All | +361.6% | -65.7% | +427.2% | +450.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling