+81.2%
CHRW vs LII
-8.5%
+89.7%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.5% |
| 7D | -0.1% | -2.3% | +2.2% | +0.5% |
| 30D | -4.3% | -1.7% | -2.6% | -3.7% |
| 3M | -7.4% | -18.3% | +10.9% | -3.2% |
| 6M | -20.7% | -32.3% | +11.6% | -14.9% |
| YTD | -15.9% | -27.1% | +11.2% | -11.9% |
| 1Y | -9.9% | -27.2% | +17.3% | -5.7% |
| All | +81.2% | -8.5% | +89.7% | +73.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling