+19.7%
CHRW vs LH
+16.9%
+2.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.5% |
| 7D | +4.1% | -3.2% | +7.2% | +4.9% |
| 30D | +1.9% | +0.1% | +1.7% | +1.7% |
| 3M | -21.2% | +18.6% | -39.8% | -26.8% |
| 6M | -16.7% | +17.9% | -34.6% | -22.6% |
| YTD | -5.4% | +28.9% | -34.3% | -12.8% |
| All | +19.7% | +16.9% | +2.8% | +9.2% |
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