+164.0%
CHRW vs LII
+168.6%
-4.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.7% |
| 7D | -1.4% | -0.7% | -0.7% | -1.2% |
| 30D | -3.5% | -12.6% | +9.1% | +0.3% |
| 3M | -19.4% | -24.4% | +5.0% | -13.8% |
| 6M | -21.4% | -28.7% | +7.3% | -14.9% |
| YTD | -7.1% | -19.1% | +12.0% | -3.6% |
| 1Y | +17.8% | -29.7% | +47.5% | +27.2% |
| 3Y | +78.8% | +4.8% | +74.0% | +64.7% |
| 5Y | +83.5% | +24.6% | +59.0% | +55.4% |
| All | +164.0% | +168.6% | -4.6% | +78.5% |
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