+129.9%
CHRW vs LNT
+186.9%
-56.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | -0.1% |
| 7D | +7.3% | +1.0% | +6.2% | +7.0% |
| 30D | -3.6% | +9.6% | -13.2% | -5.9% |
| 3M | -9.6% | +5.4% | -15.0% | -10.9% |
| 6M | -17.0% | +3.1% | -20.1% | -17.8% |
| YTD | -15.4% | +16.5% | -31.9% | -19.2% |
| 1Y | -10.0% | +12.3% | -22.3% | -13.2% |
| 3Y | +82.2% | +70.3% | +11.8% | +55.0% |
| 5Y | +59.4% | +56.4% | +2.9% | +37.7% |
| All | +129.9% | +186.9% | -56.9% | +84.4% |
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