+2,685.2%
CHRW vs LII
+3,124.4%
-439.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.8% |
| 7D | -1.4% | -0.7% | -0.7% | -1.2% |
| 30D | -3.5% | -12.6% | +9.1% | -0.1% |
| 3M | -19.4% | -24.4% | +5.0% | -14.2% |
| 6M | -21.4% | -28.7% | +7.3% | -15.4% |
| YTD | -7.1% | -19.1% | +12.0% | -3.6% |
| 1Y | +17.8% | -29.7% | +47.5% | +26.5% |
| 3Y | +78.8% | +4.8% | +74.0% | +69.1% |
| 5Y | +83.5% | +24.6% | +59.0% | +63.2% |
| 10Y | +160.2% | +169.2% | -9.0% | +85.2% |
| All | +2,685.2% | +3,124.4% | -439.1% | +871.9% |
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 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