+17.3%
CHRW vs LII
-28.2%
+45.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.5% | +0.4% |
| 7D | -1.8% | -0.7% | -1.1% | -1.7% |
| 30D | -3.9% | -12.6% | +8.7% | -1.5% |
| 3M | -19.7% | -24.4% | +4.7% | -17.0% |
| 6M | -21.7% | -28.7% | +7.0% | -18.0% |
| YTD | -7.5% | -19.1% | +11.6% | -7.1% |
| 1Y | +17.3% | -29.7% | +47.0% | +20.2% |
| All | +17.3% | -28.2% | +45.5% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 1y: compounded portfolio wealth divided by compounded LII 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…
1y analysis · Full analysis span regression · 6 months rolling