-11.1%
CHRW vs LH
+44.2%
-55.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.9% | -3.7% | +0.1% |
| 7D | +4.9% | +2.1% | +2.8% | +4.8% |
| 30D | -4.8% | +19.2% | -24.0% | -6.6% |
| 3M | -13.1% | +18.0% | -31.1% | -14.9% |
| 6M | -16.3% | +46.1% | -62.4% | -27.2% |
| YTD | -15.8% | +47.7% | -63.5% | -22.4% |
| 1Y | -11.1% | +47.2% | -58.4% | -18.2% |
| All | -11.1% | +44.2% | -55.4% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 1y: compounded portfolio wealth divided by compounded LH 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…
1y analysis · Full analysis span regression · 6 months rolling