-10.9%
CHYM vs LSCC
+143.4%
-154.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.4% | -8.7% | +0.5% |
| 7D | +10.7% | +14.5% | -3.7% | +9.0% |
| 30D | +8.6% | -0.1% | +8.7% | +8.2% |
| 3M | +4.3% | -2.7% | +6.9% | +3.8% |
| 6M | +81.5% | -4.8% | +86.3% | +79.1% |
| YTD | +31.4% | +66.9% | -35.4% | +18.0% |
| 1Y | +62.2% | +85.8% | -23.6% | +43.6% |
| All | -10.9% | +143.4% | -154.3% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 10y: compounded portfolio wealth divided by compounded LSCC 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…
10y analysis · Full analysis span regression · 6 months rolling