+128.7%
CHRW vs LSCC
+1,486.2%
-1,357.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +10.4% | -6.7% | +2.5% |
| 7D | -0.1% | +14.5% | -14.5% | -1.8% |
| 30D | -4.3% | -0.1% | -4.2% | -4.7% |
| 3M | -7.4% | -2.7% | -4.8% | -7.8% |
| 6M | -20.7% | -4.8% | -15.9% | -21.3% |
| YTD | -15.9% | +66.9% | -82.7% | -22.6% |
| 1Y | -9.9% | +85.8% | -95.7% | -18.3% |
| 3Y | +79.0% | +115.6% | -36.6% | +53.9% |
| 5Y | +61.3% | +48.8% | +12.5% | +39.7% |
| All | +128.7% | +1,486.2% | -1,357.4% | +50.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling