-11.1%
CHYM vs LNG
+20.2%
-31.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -2.3% | -4.7% | +2.4% | -1.8% |
| 30D | +4.4% | +3.8% | +0.6% | +4.2% |
| 3M | +91.3% | +16.2% | +75.1% | +89.9% |
| 6M | +44.0% | +11.7% | +32.3% | +41.9% |
| YTD | +31.1% | +44.2% | -13.1% | +32.0% |
| 1Y | +37.8% | +18.6% | +19.3% | +31.0% |
| All | -11.1% | +20.2% | -31.3% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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