-20.7%
CHRW vs LH
+47.0%
-67.7%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.8% |
| 7D | -0.1% | +1.2% | -1.3% | +0.4% |
| 30D | -4.3% | +18.0% | -22.3% | +2.4% |
| 3M | -7.4% | +15.7% | -23.1% | -1.5% |
| 6M | -20.7% | +46.6% | -67.3% | -15.4% |
| All | -20.7% | +47.0% | -67.7% | -15.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling