-8.5%
CHYM vs LYV
+19.9%
-28.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.2% | +2.6% |
| 7D | +0.6% | -1.2% | +1.8% | +1.1% |
| 30D | +6.1% | -9.0% | +15.1% | +10.1% |
| 3M | +103.4% | -0.6% | +104.0% | +103.5% |
| 6M | +64.8% | +11.4% | +53.4% | +58.4% |
| YTD | +35.0% | +20.3% | +14.6% | +28.5% |
| 1Y | +43.6% | -1.3% | +44.9% | +40.5% |
| All | -8.5% | +19.9% | -28.4% | -14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling