-11.1%
CHYM vs LUMN
+67.6%
-78.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.7% |
| 7D | -2.3% | +2.5% | -4.8% | -2.6% |
| 30D | +4.4% | +10.3% | -5.9% | +2.6% |
| 3M | +91.3% | -18.3% | +109.6% | +97.6% |
| 6M | +44.0% | +4.4% | +39.6% | +43.4% |
| YTD | +31.1% | -10.7% | +41.8% | +31.6% |
| 1Y | +37.8% | +14.0% | +23.9% | +27.9% |
| All | -11.1% | +67.6% | -78.7% | -23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling