-14.2%
CHRW vs LSCC
+68.2%
-82.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.1% | -9.5% | -3.1% |
| 7D | +0.6% | +13.0% | -12.4% | -0.7% |
| 30D | -7.3% | -19.8% | +12.5% | -5.6% |
| 3M | -14.2% | -18.4% | +4.2% | -12.9% |
| 6M | -25.1% | -16.1% | -9.0% | -24.4% |
| YTD | -21.2% | +42.7% | -63.9% | -27.3% |
| 1Y | -14.2% | +68.0% | -82.2% | -21.8% |
| All | -14.2% | +68.2% | -82.3% | -21.8% |
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 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