+37.0%
CHYM vs LUMN
+42.5%
-5.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.4% | +0.7% |
| 7D | +1.7% | +12.1% | -10.4% | -0.2% |
| 30D | +30.2% | +11.3% | +18.9% | +27.6% |
| 3M | +85.9% | -31.6% | +117.5% | +98.4% |
| 6M | +49.9% | -2.7% | +52.6% | +51.2% |
| YTD | +34.1% | -12.9% | +47.0% | +35.7% |
| 1Y | +37.0% | +36.2% | +0.8% | +21.7% |
| All | +37.0% | +42.5% | -5.5% | +21.7% |
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