+55.6%
CHRW vs LH
+64.6%
-9.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -3.4% | +4.8% | -8.2% | -4.6% |
| 30D | -9.4% | +18.8% | -28.2% | -13.9% |
| 3M | -12.6% | +15.7% | -28.3% | -16.5% |
| 6M | -24.2% | +46.7% | -70.8% | -33.5% |
| YTD | -18.9% | +48.9% | -67.8% | -28.9% |
| 1Y | -13.7% | +43.5% | -57.2% | -23.5% |
| 3Y | +72.6% | +86.9% | -14.3% | +39.2% |
| 5Y | +55.6% | +60.4% | -4.8% | +26.0% |
| All | +55.6% | +64.6% | -9.0% | +26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling