-9.6%
CHYM vs LII
-35.2%
+25.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.4% | +1.3% |
| 7D | +7.1% | +2.9% | +4.1% | +6.4% |
| 30D | +15.7% | +0.9% | +14.8% | +15.1% |
| 3M | +4.3% | -15.5% | +19.8% | +8.2% |
| 6M | +92.9% | -30.2% | +123.1% | +106.0% |
| YTD | +33.3% | -26.8% | +60.1% | +35.7% |
| 1Y | +74.8% | -25.3% | +100.1% | +76.7% |
| All | -9.6% | -35.2% | +25.6% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 3y: compounded portfolio wealth divided by compounded LII 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…
3y analysis · Full analysis span regression · 6 months rolling