+129.9%
CHRW vs LDOS
+226.9%
-97.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +7.3% | -1.6% | +8.9% | +7.7% |
| 30D | -3.6% | +8.2% | -11.8% | -5.7% |
| 3M | -9.6% | -8.2% | -1.4% | -8.0% |
| 6M | -17.0% | +5.8% | -22.8% | -18.9% |
| YTD | -15.4% | -27.0% | +11.5% | -9.5% |
| 1Y | -10.0% | -31.0% | +21.0% | -2.2% |
| 3Y | +82.2% | +29.3% | +52.9% | +62.4% |
| 5Y | +59.4% | +48.7% | +10.6% | +34.4% |
| All | +129.9% | +226.9% | -97.0% | +53.4% |
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