+78.2%
CHRW vs LDOS
+39.7%
+38.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | -1.4% | -5.4% | +4.0% | -0.6% |
| 30D | -3.5% | +4.9% | -8.4% | -4.2% |
| 3M | -19.4% | +7.2% | -26.6% | -20.2% |
| 6M | -21.4% | -24.2% | +2.9% | -17.0% |
| YTD | -7.1% | -25.8% | +18.7% | -2.1% |
| 1Y | +17.8% | -24.7% | +42.5% | +24.1% |
| All | +78.2% | +39.7% | +38.5% | +65.7% |
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