-11.1%
CHYM vs LSCC
+137.5%
-148.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.9% | -3.9% | +0.4% |
| 7D | -2.3% | +3.3% | -5.6% | -2.7% |
| 30D | +4.4% | -7.4% | +11.8% | +5.3% |
| 3M | +91.3% | -16.2% | +107.5% | +94.5% |
| 6M | +44.0% | +31.9% | +12.1% | +36.8% |
| YTD | +31.1% | +62.8% | -31.7% | +18.9% |
| 1Y | +37.8% | +81.4% | -43.6% | +25.1% |
| All | -11.1% | +137.5% | -148.6% | -11.2% |
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