+83.3%
CHRW vs LH
+65.1%
+18.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.6% |
| 7D | -1.4% | -2.5% | +1.0% | -0.6% |
| 30D | -3.5% | +4.3% | -7.8% | -5.0% |
| 3M | -19.4% | +25.5% | -44.9% | -26.9% |
| 6M | -21.4% | +17.0% | -38.3% | -26.6% |
| YTD | -7.1% | +31.3% | -38.4% | -16.7% |
| 1Y | +17.8% | +20.0% | -2.2% | +8.7% |
| All | +83.3% | +65.1% | +18.2% | +48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling