-11.1%
CHYM vs LPLA
-5.1%
-6.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.3% |
| 7D | -2.3% | -1.5% | -0.7% | -1.6% |
| 30D | +4.4% | -6.0% | +10.4% | +7.0% |
| 3M | +91.3% | +24.0% | +67.3% | +74.3% |
| 6M | +44.0% | +17.0% | +27.0% | +34.9% |
| YTD | +31.1% | -0.7% | +31.8% | +31.1% |
| 1Y | +37.8% | +2.1% | +35.7% | +37.9% |
| All | -11.1% | -5.1% | -6.0% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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