-12.0%
CHYM vs LBRT
+62.0%
-74.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.9% | +0.5% | -5.1% |
| 7D | -2.9% | +2.3% | -5.2% | -3.0% |
| 30D | +3.0% | -2.9% | +5.9% | +3.1% |
| 3M | +98.7% | -26.1% | +124.9% | +100.1% |
| 6M | +46.4% | -26.2% | +72.6% | +47.1% |
| YTD | +29.8% | +13.7% | +16.1% | +25.7% |
| 1Y | +40.5% | +93.6% | -53.1% | +33.9% |
| All | -12.0% | +62.0% | -74.0% | -22.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling