+177.7%
CHRW vs LNT
+148.3%
+29.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.5% |
| 7D | +4.4% | -1.1% | +5.5% | +4.7% |
| 30D | +5.5% | -1.9% | +7.4% | +6.0% |
| 3M | -17.3% | -7.2% | -10.1% | -15.7% |
| 6M | -12.7% | -3.9% | -8.8% | -12.0% |
| YTD | -4.1% | +5.9% | -10.0% | -6.0% |
| 1Y | +21.2% | +8.4% | +12.9% | +18.0% |
| 3Y | +88.9% | +46.6% | +42.3% | +67.9% |
| 5Y | +93.1% | +32.4% | +60.6% | +75.0% |
| All | +177.7% | +148.3% | +29.4% | +131.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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