+88.6%
CHRW vs LH
+31.3%
+57.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.9% |
| 7D | +1.9% | -0.8% | +2.8% | +2.2% |
| 30D | +0.9% | +2.0% | -1.1% | +0.2% |
| 3M | -19.9% | +24.3% | -44.1% | -25.9% |
| 6M | -15.8% | +21.1% | -36.9% | -21.5% |
| YTD | -5.6% | +30.4% | -36.0% | -13.8% |
| 1Y | +21.0% | +18.4% | +2.7% | +13.5% |
| 3Y | +86.0% | +65.5% | +20.6% | +55.8% |
| 5Y | +88.6% | +29.9% | +58.8% | +62.3% |
| All | +88.6% | +31.3% | +57.4% | +62.3% |
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