-12.9%
CHYM vs LBRT
+67.0%
-80.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.9% | -8.2% | -4.5% |
| 7D | +2.1% | +6.9% | -4.9% | +1.7% |
| 30D | +11.0% | +7.8% | +3.2% | +10.5% |
| 3M | +83.9% | -25.3% | +109.2% | +84.9% |
| 6M | +45.3% | -19.6% | +64.9% | +45.1% |
| YTD | +28.4% | +17.2% | +11.2% | +24.1% |
| 1Y | +32.2% | +114.1% | -81.9% | +25.7% |
| All | -12.9% | +67.0% | -80.0% | -23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling