+128.5%
CHRW vs LNT
+184.1%
-55.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.6% |
| 7D | -0.1% | -0.2% | +0.1% | 0.0% |
| 30D | -4.3% | +11.6% | -15.9% | -7.1% |
| 3M | -7.4% | +8.2% | -15.6% | -9.4% |
| 6M | -20.7% | +3.1% | -23.8% | -21.5% |
| YTD | -15.9% | +16.8% | -32.6% | -19.7% |
| 1Y | -9.9% | +11.6% | -21.5% | -12.9% |
| 3Y | +79.0% | +67.4% | +11.6% | +53.1% |
| 5Y | +61.3% | +56.8% | +4.6% | +39.4% |
| 10Y | +128.5% | +185.0% | -56.5% | +83.1% |
| All | +128.5% | +184.1% | -55.5% | +83.1% |
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