-11.1%
CHYM vs LYFT
-0.8%
-10.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.2% |
| 7D | -2.3% | -8.4% | +6.1% | +0.9% |
| 30D | +4.4% | -7.6% | +12.0% | +7.3% |
| 3M | +91.3% | +11.7% | +79.6% | +78.9% |
| 6M | +44.0% | +15.1% | +28.9% | +32.5% |
| YTD | +31.1% | -20.9% | +52.0% | +37.8% |
| 1Y | +37.8% | -16.4% | +54.2% | +39.9% |
| All | -11.1% | -0.8% | -10.3% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 all: compounded portfolio wealth divided by compounded LYFT 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…
all analysis · Full analysis span regression · 6 months rolling