+2,320.6%
CHRW vs LII
+2,790.7%
-470.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.8% | -1.3% | -3.4% |
| 7D | +0.7% | +0.2% | +0.5% | +0.6% |
| 30D | -5.0% | -4.6% | -0.4% | -3.7% |
| 3M | -16.1% | -21.7% | +5.5% | -10.7% |
| 6M | -22.6% | -32.8% | +10.2% | -15.3% |
| YTD | -19.3% | -27.5% | +8.2% | -13.9% |
| 1Y | -14.9% | -28.0% | +13.0% | -9.1% |
| 3Y | +68.0% | -7.2% | +75.3% | +64.5% |
| 5Y | +53.2% | +22.6% | +30.5% | +36.8% |
| 10Y | +134.8% | +171.5% | -36.7% | +67.0% |
| All | +2,320.6% | +2,790.7% | -470.1% | +768.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling