+57.8%
CHYM vs LYV
+26.7%
+31.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.7% |
| 7D | +4.5% | +1.9% | +2.6% | +3.4% |
| 30D | +9.2% | +5.5% | +3.6% | +5.7% |
| 3M | +16.4% | -1.2% | +17.7% | +17.0% |
| 6M | +45.2% | +15.3% | +29.9% | +33.6% |
| YTD | +19.9% | +27.2% | -7.3% | +4.5% |
| 1Y | +57.8% | +34.5% | +23.4% | +32.6% |
| All | +57.8% | +26.7% | +31.1% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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