-9.0%
CHYM vs LII
-28.4%
+19.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.8% | 0.0% |
| 7D | +1.7% | -0.7% | +2.4% | +1.9% |
| 30D | +30.2% | -12.6% | +42.9% | +34.4% |
| 3M | +85.9% | -24.4% | +110.3% | +96.2% |
| 6M | +49.9% | -28.7% | +78.6% | +60.3% |
| YTD | +34.1% | -19.1% | +53.3% | +33.8% |
| 1Y | +37.0% | -29.7% | +66.7% | +44.7% |
| All | -9.0% | -28.4% | +19.4% | +3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling