-12.9%
CHYM vs LDOS
-10.2%
-2.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.9% | -1.4% | -2.6% |
| 7D | +2.1% | -7.1% | +9.2% | +6.6% |
| 30D | +11.0% | -6.1% | +17.1% | +15.1% |
| 3M | +83.9% | +5.6% | +78.3% | +78.5% |
| 6M | +45.3% | -26.9% | +72.3% | +84.9% |
| YTD | +28.4% | -27.9% | +56.3% | +64.2% |
| 1Y | +32.2% | -26.8% | +59.0% | +70.6% |
| All | -12.9% | -10.2% | -2.8% | +1.5% |
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