+127.0%
CHRW vs LSCC
+1,398.6%
-1,271.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.4% | -5.5% | +1.9% |
| 7D | +0.2% | +19.3% | -19.1% | -1.9% |
| 30D | -9.4% | -9.6% | +0.3% | -8.6% |
| 3M | -13.3% | -12.4% | -0.8% | -12.5% |
| 6M | -24.2% | -10.5% | -13.7% | -24.2% |
| YTD | -18.9% | +54.8% | -73.6% | -24.7% |
| 1Y | -12.4% | +79.4% | -91.8% | -20.2% |
| 3Y | +72.2% | +109.6% | -37.3% | +48.6% |
| 5Y | +53.4% | +40.4% | +13.0% | +33.8% |
| 10Y | +127.0% | +1,379.1% | -1,252.1% | +51.4% |
| All | +127.0% | +1,398.6% | -1,271.6% | +51.4% |
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 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