+994.4%
LITE vs CHYM
-24.0%
+1,018.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.4% | +0.1% | -4.9% |
| 7D | +10.4% | -2.9% | +13.3% | +10.7% |
| 30D | +14.0% | +3.0% | +11.1% | +13.6% |
| 3M | +9.7% | +98.7% | -89.1% | -0.7% |
| 6M | +39.2% | +46.4% | -7.2% | +31.7% |
| YTD | +153.9% | +29.8% | +124.1% | +142.3% |
| 1Y | +467.5% | +40.5% | +427.0% | +410.3% |
| All | +994.4% | -24.0% | +1,018.4% | +910.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling