+4,266.9%
CHRW vs LH
+5,872.3%
-1,605.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.3% |
| 7D | -1.4% | -2.5% | +1.0% | -0.9% |
| 30D | -3.5% | +4.3% | -7.8% | -4.3% |
| 3M | -19.4% | +25.5% | -44.9% | -23.1% |
| 6M | -21.4% | +17.0% | -38.3% | -23.9% |
| YTD | -7.1% | +31.3% | -38.4% | -12.1% |
| 1Y | +17.8% | +20.0% | -2.2% | +13.3% |
| 3Y | +78.8% | +63.9% | +14.9% | +61.5% |
| 5Y | +83.5% | +30.9% | +52.7% | +71.3% |
| 10Y | +160.2% | +191.4% | -31.1% | +104.5% |
| All | +4,266.9% | +5,872.3% | -1,605.4% | +2,223.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling