+127.0%
CHRW vs LDOS
+262.7%
-135.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.6% | +2.4% |
| 7D | +0.2% | -5.8% | +6.0% | +1.6% |
| 30D | -9.4% | +11.6% | -20.9% | -12.0% |
| 3M | -13.3% | -1.0% | -12.3% | -13.4% |
| 6M | -24.2% | +5.1% | -29.2% | -25.7% |
| YTD | -18.9% | -24.0% | +5.2% | -13.9% |
| 1Y | -12.4% | -30.3% | +17.9% | -4.9% |
| 3Y | +72.2% | +37.0% | +35.3% | +51.3% |
| 5Y | +53.4% | +53.4% | 0.0% | +28.5% |
| 10Y | +127.0% | +252.0% | -125.0% | +46.0% |
| All | +127.0% | +262.7% | -135.7% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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