+373.4%
CHRW vs LDOS
+509.1%
-135.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.2% |
| 7D | +0.7% | -3.7% | +4.4% | +1.6% |
| 30D | -5.0% | +16.4% | -21.4% | -9.4% |
| 3M | -16.1% | +7.4% | -23.5% | -18.4% |
| 6M | -22.6% | -0.3% | -22.3% | -23.4% |
| YTD | -19.3% | -24.0% | +4.7% | -13.8% |
| 1Y | -14.9% | -29.6% | +14.6% | -7.0% |
| 3Y | +68.0% | +35.1% | +32.9% | +45.8% |
| 5Y | +53.2% | +52.9% | +0.2% | +25.6% |
| 10Y | +134.8% | +262.2% | -127.4% | +35.6% |
| All | +373.4% | +509.1% | -135.7% | +109.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling