+67.8%
CHYM vs LVS
-31.5%
+99.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +6.5% | -0.6% | +2.9% |
| 7D | +3.7% | +13.4% | -9.7% | -2.1% |
| 30D | +5.6% | +12.2% | -6.6% | +0.1% |
| 3M | +19.7% | -10.7% | +30.5% | +26.0% |
| 6M | +35.3% | -19.8% | +55.1% | +49.0% |
| YTD | +18.7% | -35.8% | +54.5% | +50.7% |
| 1Y | +67.8% | -31.8% | +99.6% | +91.5% |
| All | +67.8% | -31.5% | +99.3% | +91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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