+122.7%
CHRW vs LII
+166.2%
-43.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -3.4% | +0.4% | -3.8% | -3.5% |
| 30D | -9.4% | -2.4% | -7.0% | -8.6% |
| 3M | -12.6% | -17.5% | +4.9% | -7.7% |
| 6M | -24.2% | -32.8% | +8.7% | -16.1% |
| YTD | -18.9% | -27.7% | +8.8% | -13.0% |
| 1Y | -13.7% | -28.1% | +14.4% | -7.4% |
| 3Y | +72.6% | -9.7% | +82.2% | +66.7% |
| 5Y | +55.6% | +19.5% | +36.1% | +32.9% |
| 10Y | +122.7% | +170.6% | -47.9% | +49.5% |
| All | +122.7% | +166.2% | -43.5% | +49.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling