+63.5%
CHYM vs LUMN
-55.5%
+119.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.3% | +6.1% | +0.8% |
| 7D | +9.4% | +4.8% | +4.7% | +8.4% |
| 30D | +10.5% | -16.4% | +26.9% | +13.1% |
| 3M | +4.5% | -33.7% | +38.2% | +11.3% |
| 6M | +82.5% | -51.9% | +134.4% | +105.4% |
| YTD | +31.2% | -46.3% | +77.6% | +45.4% |
| 1Y | +63.5% | -51.2% | +114.7% | +83.9% |
| All | +63.5% | -55.5% | +119.0% | +83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 1y: compounded portfolio wealth divided by compounded LUMN 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…
1y analysis · Full analysis span regression · 6 months rolling