+16.7%
LMT vs CHYM
-24.0%
+40.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.4% | +6.5% | +1.0% |
| 7D | -0.5% | -2.9% | +2.4% | -0.6% |
| 30D | -10.8% | +3.0% | -13.7% | -10.7% |
| 3M | +1.6% | +98.7% | -97.1% | +2.6% |
| 6M | -17.6% | +46.4% | -64.0% | -16.9% |
| YTD | +11.6% | +29.8% | -18.2% | +12.3% |
| 1Y | +17.2% | +40.5% | -23.2% | +18.9% |
| All | +16.7% | -24.0% | +40.8% | +17.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling