+128.5%
CHRW vs LII
+172.8%
-44.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.5% |
| 7D | -0.1% | -2.3% | +2.2% | +0.7% |
| 30D | -4.3% | -1.7% | -2.6% | -3.7% |
| 3M | -7.4% | -18.3% | +10.9% | -1.9% |
| 6M | -20.7% | -32.3% | +11.6% | -12.5% |
| YTD | -15.9% | -27.1% | +11.2% | -10.0% |
| 1Y | -9.9% | -27.2% | +17.3% | -3.7% |
| 3Y | +79.0% | -8.9% | +87.9% | +72.4% |
| 5Y | +61.3% | +19.7% | +41.7% | +37.8% |
| 10Y | +128.5% | +168.9% | -40.4% | +53.9% |
| All | +128.5% | +172.8% | -44.3% | +53.9% |
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