+177.7%
CHRW vs LH
+179.1%
-1.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.4% | +5.7% | +2.4% |
| 7D | +4.4% | -7.4% | +11.8% | +6.4% |
| 30D | +5.5% | -4.6% | +10.1% | +6.7% |
| 3M | -17.3% | +14.5% | -31.8% | -20.7% |
| 6M | -12.7% | +14.8% | -27.5% | -16.3% |
| YTD | -4.1% | +23.3% | -27.4% | -9.7% |
| 1Y | +21.2% | +13.6% | +7.6% | +16.3% |
| 3Y | +88.9% | +56.3% | +32.6% | +66.1% |
| 5Y | +93.1% | +25.2% | +67.9% | +76.4% |
| All | +177.7% | +179.1% | -1.5% | +104.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling