-12.3%
CHYM vs LDOS
-4.3%
-8.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.6% |
| 7D | +15.4% | +1.9% | +13.5% | +14.2% |
| 30D | +8.2% | +12.8% | -4.6% | +0.4% |
| 3M | +5.5% | -1.0% | +6.5% | +5.4% |
| 6M | +76.6% | +6.2% | +70.4% | +70.9% |
| YTD | +29.3% | -23.2% | +52.5% | +58.2% |
| 1Y | +53.1% | -29.5% | +82.5% | +97.6% |
| All | -12.3% | -4.3% | -8.0% | -2.2% |
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