+48.6%
CHRW vs LDOS
+49.1%
-0.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.9% |
| 7D | +0.6% | -7.2% | +7.8% | +2.0% |
| 30D | -7.3% | +16.8% | -24.1% | -10.4% |
| 3M | -14.2% | -1.6% | -12.6% | -14.2% |
| 6M | -25.1% | -1.0% | -24.1% | -25.3% |
| YTD | -21.2% | -25.8% | +4.6% | -16.3% |
| 1Y | -14.2% | -31.1% | +16.9% | -7.3% |
| 3Y | +63.5% | +32.8% | +30.7% | +44.4% |
| All | +48.6% | +49.1% | -0.6% | +27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling