-10.0%
CHRW vs LDOS
-31.9%
+21.9%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +7.3% | -1.6% | +8.9% | +7.4% |
| 30D | -3.6% | +8.2% | -11.8% | -4.9% |
| 3M | -9.6% | -8.2% | -1.4% | -9.3% |
| 6M | -17.0% | +5.8% | -22.8% | -17.4% |
| YTD | -15.4% | -27.0% | +11.5% | -9.7% |
| 1Y | -10.0% | -31.0% | +21.0% | -1.8% |
| All | -10.0% | -31.9% | +21.9% | -1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling