+597.8%
LITE vs CHYM
-22.0%
+619.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.6% | -6.1% | -4.6% |
| 7D | +10.8% | +7.1% | +3.7% | +10.3% |
| 30D | -33.4% | +15.7% | -49.1% | -34.1% |
| 3M | -32.2% | +4.3% | -36.5% | -32.5% |
| 6M | -42.1% | +92.9% | -135.0% | -47.2% |
| YTD | +61.9% | +33.3% | +28.6% | +54.1% |
| 1Y | +163.0% | +74.8% | +88.2% | +134.9% |
| All | +597.8% | -22.0% | +619.8% | +542.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling