+48.6%
CHRW vs LSCC
+26.3%
+22.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.1% | -9.5% | -3.2% |
| 7D | +0.6% | +13.0% | -12.4% | -1.0% |
| 30D | -7.3% | -19.8% | +12.5% | -5.0% |
| 3M | -14.2% | -18.4% | +4.2% | -12.5% |
| 6M | -25.1% | -16.1% | -9.0% | -24.5% |
| YTD | -21.2% | +42.7% | -63.9% | -26.7% |
| 1Y | -14.2% | +68.0% | -82.2% | -22.0% |
| 3Y | +63.5% | +85.8% | -22.3% | +40.2% |
| All | +48.6% | +26.3% | +22.2% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling