+129.9%
CHRW vs LSCC
+1,351.6%
-1,221.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.5% | +0.7% |
| 7D | +7.3% | +7.0% | +0.3% | +6.3% |
| 30D | -3.6% | -2.3% | -1.3% | -3.7% |
| 3M | -9.6% | -12.5% | +2.9% | -8.8% |
| 6M | -17.0% | -10.6% | -6.4% | -17.1% |
| YTD | -15.4% | +52.7% | -68.1% | -21.4% |
| 1Y | -10.0% | +74.0% | -84.0% | -17.7% |
| 3Y | +82.2% | +104.8% | -22.6% | +57.6% |
| 5Y | +59.4% | +36.2% | +23.1% | +39.4% |
| All | +129.9% | +1,351.6% | -1,221.6% | +53.0% |
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