+123.6%
CHRW vs LSCC
+1,244.7%
-1,121.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.1% | -9.5% | -3.2% |
| 7D | +0.6% | +13.0% | -12.4% | -0.9% |
| 30D | -7.3% | -19.8% | +12.5% | -5.2% |
| 3M | -14.2% | -18.4% | +4.2% | -12.7% |
| 6M | -25.1% | -16.1% | -9.0% | -24.6% |
| YTD | -21.2% | +42.7% | -63.9% | -26.1% |
| 1Y | -14.2% | +68.0% | -82.2% | -21.2% |
| 3Y | +63.5% | +85.8% | -22.3% | +43.2% |
| 5Y | +49.6% | +28.0% | +21.6% | +32.0% |
| All | +123.6% | +1,244.7% | -1,121.1% | +50.8% |
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