-9.0%
CHYM vs LDOS
-7.5%
-1.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | 0.0% |
| 7D | +1.7% | -5.4% | +7.1% | +5.0% |
| 30D | +30.2% | +4.9% | +25.4% | +26.6% |
| 3M | +85.9% | +7.2% | +78.7% | +79.1% |
| 6M | +49.9% | -24.2% | +74.2% | +86.3% |
| YTD | +34.1% | -25.8% | +59.9% | +68.5% |
| 1Y | +37.0% | -24.7% | +61.7% | +73.7% |
| All | -9.0% | -7.5% | -1.5% | +4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling