+72.6%
CHRW vs LDOS
+37.8%
+34.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | -3.4% | +1.9% | -5.3% | -3.6% |
| 30D | -9.4% | +12.8% | -22.1% | -11.1% |
| 3M | -12.6% | -1.0% | -11.6% | -12.8% |
| 6M | -24.2% | +6.2% | -30.4% | -24.9% |
| YTD | -18.9% | -23.2% | +4.4% | -15.2% |
| 1Y | -13.7% | -29.5% | +15.8% | -8.6% |
| 3Y | +72.6% | +37.1% | +35.5% | +56.9% |
| All | +72.6% | +37.8% | +34.8% | +56.9% |
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