-9.6%
CHYM vs LSCC
+122.8%
-132.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.5% | +7.0% | +2.1% |
| 7D | +7.1% | +7.0% | +0.1% | +6.2% |
| 30D | +15.7% | -2.3% | +18.0% | +15.5% |
| 3M | +4.3% | -12.5% | +16.8% | +5.0% |
| 6M | +92.9% | -10.6% | +103.5% | +91.4% |
| YTD | +33.3% | +52.7% | -19.4% | +20.8% |
| 1Y | +74.8% | +74.0% | +0.9% | +55.8% |
| All | -9.6% | +122.8% | -132.4% | -9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling