+67.4%
CHRW vs LDOS
+35.4%
+32.0%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.1% |
| 7D | +0.7% | -3.7% | +4.4% | +1.1% |
| 30D | -5.0% | +16.4% | -21.4% | -7.3% |
| 3M | -16.1% | +7.4% | -23.5% | -17.3% |
| 6M | -22.6% | -0.3% | -22.3% | -22.6% |
| YTD | -19.3% | -24.0% | +4.7% | -15.5% |
| 1Y | -14.9% | -29.6% | +14.6% | -9.9% |
| All | +67.4% | +35.4% | +32.0% | +51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling