-12.3%
CHYM vs LDOS
-5.3%
-7.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.3% | +1.5% | +2.5% |
| 7D | +14.0% | -5.8% | +19.8% | +17.7% |
| 30D | +8.1% | +11.6% | -3.4% | +0.9% |
| 3M | +11.8% | -1.0% | +12.8% | +11.6% |
| 6M | +76.6% | +5.1% | +71.5% | +71.9% |
| YTD | +29.2% | -24.0% | +53.3% | +59.1% |
| 1Y | +59.9% | -30.3% | +90.2% | +107.8% |
| All | -12.3% | -5.3% | -7.0% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 5y: compounded portfolio wealth divided by compounded LDOS 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…
5y analysis · Full analysis span regression · 6 months rolling