+4,266.9%
CHRW vs LNT
+1,462.1%
+2,804.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -1.4% | -0.1% | -1.3% | -1.4% |
| 30D | -3.5% | -3.2% | -0.3% | -2.4% |
| 3M | -19.4% | -4.1% | -15.3% | -18.3% |
| 6M | -21.4% | -4.6% | -16.8% | -20.3% |
| YTD | -7.1% | +7.0% | -14.1% | -9.8% |
| 1Y | +17.8% | +8.3% | +9.5% | +13.9% |
| 3Y | +78.8% | +51.0% | +27.8% | +52.1% |
| 5Y | +83.5% | +30.2% | +53.4% | +62.5% |
| 10Y | +160.2% | +143.6% | +16.6% | +76.9% |
| All | +4,266.9% | +1,462.1% | +2,804.8% | +1,528.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling