-12.0%
CHYM vs LII
-31.7%
+19.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -5.2% |
| 7D | -2.9% | -3.5% | +0.6% | -2.1% |
| 30D | +3.0% | -13.5% | +16.5% | +6.6% |
| 3M | +98.7% | -26.0% | +124.7% | +110.2% |
| 6M | +46.4% | -26.8% | +73.3% | +54.3% |
| YTD | +29.8% | -22.9% | +52.7% | +31.0% |
| 1Y | +40.5% | -32.6% | +73.1% | +49.9% |
| All | -12.0% | -31.7% | +19.7% | +1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling