+164.3%
CHRW vs LDOS
+274.0%
-109.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | -1.4% | -5.4% | +4.0% | 0.0% |
| 30D | -3.5% | +4.9% | -8.4% | -4.8% |
| 3M | -19.4% | +7.2% | -26.6% | -21.1% |
| 6M | -21.4% | -24.2% | +2.9% | -16.0% |
| YTD | -7.1% | -25.8% | +18.7% | -0.6% |
| 1Y | +17.8% | -24.7% | +42.5% | +25.5% |
| 3Y | +78.8% | +39.3% | +39.5% | +56.5% |
| 5Y | +83.5% | +43.3% | +40.2% | +57.2% |
| All | +164.3% | +274.0% | -109.7% | +69.3% |
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