-12.9%
CHYM vs LSCC
+133.0%
-145.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.4% | -5.7% | -4.5% |
| 7D | +2.1% | +5.2% | -3.1% | +1.4% |
| 30D | +11.0% | -9.6% | +20.7% | +12.3% |
| 3M | +83.9% | -17.8% | +101.7% | +87.4% |
| 6M | +45.3% | +37.4% | +7.9% | +37.7% |
| YTD | +28.4% | +59.7% | -31.3% | +16.7% |
| 1Y | +32.2% | +76.2% | -44.0% | +20.1% |
| All | -12.9% | +133.0% | -145.9% | -12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling