-9.3%
LHX vs CHYM
+71.1%
-80.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +5.9% | -12.4% | -6.7% |
| 7D | -0.3% | +3.7% | -4.0% | -0.5% |
| 30D | +9.7% | +5.6% | +4.1% | +9.3% |
| 3M | -8.5% | +19.7% | -28.2% | -9.7% |
| 6M | -15.1% | +35.3% | -50.4% | -16.8% |
| YTD | -10.4% | +18.7% | -29.1% | -11.7% |
| 1Y | -9.3% | +67.8% | -77.1% | -13.7% |
| All | -9.3% | +71.1% | -80.4% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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