-9.6%
CHYM vs LBRT
+1.9%
-11.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.5% |
| 7D | +7.1% | +9.2% | -2.1% | +6.7% |
| 30D | +15.7% | -27.5% | +43.2% | +17.0% |
| 3M | +4.3% | -37.9% | +42.1% | +6.4% |
| 6M | +92.9% | -60.7% | +153.6% | +99.3% |
| YTD | +33.3% | -28.5% | +61.8% | +31.6% |
| 1Y | +74.8% | -13.2% | +88.0% | +71.2% |
| All | -9.6% | +1.9% | -11.5% | -18.5% |
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