-11.1%
CHRW vs LSCC
+57.8%
-69.0%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.0% | +0.1% |
| 7D | +4.9% | +3.0% | +1.9% | +4.4% |
| 30D | -4.8% | -19.3% | +14.5% | -3.1% |
| 3M | -13.1% | -22.3% | +9.1% | -11.3% |
| 6M | -16.3% | -14.6% | -1.8% | -15.8% |
| YTD | -15.8% | +45.8% | -61.6% | -22.9% |
| 1Y | -11.1% | +69.6% | -80.8% | -20.4% |
| All | -11.1% | +57.8% | -69.0% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 1y: compounded portfolio wealth divided by compounded LSCC 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…
1y analysis · Full analysis span regression · 6 months rolling