+131.9%
LITE vs CHYM
+55.0%
+77.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -13.9% | +15.4% | -29.3% | -14.2% |
| 30D | -46.9% | +8.2% | -55.1% | -47.0% |
| 3M | -28.0% | +5.5% | -33.5% | -28.3% |
| 6M | -35.2% | +76.6% | -111.8% | -40.0% |
| YTD | +58.9% | +29.3% | +29.6% | +50.7% |
| All | +131.9% | +55.0% | +77.0% | +80.7% |
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