-13.7%
CHRW vs LSCC
+69.4%
-83.1%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.2% |
| 7D | -3.4% | +5.0% | -8.4% | -3.9% |
| 30D | -9.4% | -11.7% | +2.4% | -8.6% |
| 3M | -12.6% | -13.3% | +0.7% | -11.9% |
| 6M | -24.2% | -12.5% | -11.6% | -23.7% |
| YTD | -18.9% | +51.2% | -70.1% | -25.4% |
| 1Y | -13.7% | +65.9% | -79.6% | -21.5% |
| All | -13.7% | +69.4% | -83.1% | -21.5% |
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