+129.8%
CHRW vs LNT
+185.4%
-55.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.2% | +0.7% |
| 7D | +4.7% | -0.5% | +5.3% | +4.9% |
| 30D | -2.6% | +9.9% | -12.5% | -5.0% |
| 3M | -8.0% | +4.8% | -12.8% | -9.2% |
| 6M | -19.0% | +2.2% | -21.2% | -19.6% |
| YTD | -15.5% | +15.9% | -31.3% | -19.2% |
| 1Y | -10.8% | +10.6% | -21.4% | -13.6% |
| 3Y | +79.8% | +66.1% | +13.7% | +54.1% |
| 5Y | +59.3% | +55.6% | +3.7% | +37.9% |
| All | +129.8% | +185.4% | -55.6% | +84.5% |
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