-6.9%
CHYM vs LBRT
+72.2%
-79.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +3.1% | +3.8% | +6.8% |
| 7D | +3.4% | +10.2% | -6.8% | +2.9% |
| 30D | +12.0% | +4.9% | +7.1% | +11.6% |
| 3M | +102.4% | -21.2% | +123.6% | +103.0% |
| 6M | +52.7% | -19.9% | +72.6% | +52.6% |
| YTD | +37.3% | +20.8% | +16.5% | +32.5% |
| 1Y | +42.2% | +123.5% | -81.4% | +34.9% |
| All | -6.9% | +72.2% | -79.1% | -18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling