+37.0%
CHYM vs LBRT
+100.7%
-63.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.3% |
| 7D | +1.7% | +8.3% | -6.6% | +1.3% |
| 30D | +30.2% | +6.1% | +24.1% | +29.8% |
| 3M | +85.9% | -34.8% | +120.7% | +87.3% |
| 6M | +49.9% | -24.8% | +74.7% | +50.1% |
| YTD | +34.1% | +12.2% | +21.9% | +29.7% |
| 1Y | +37.0% | +94.0% | -57.0% | +32.6% |
| All | +37.0% | +100.7% | -63.7% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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