+4,266.9%
CHRW vs LSCC
+664.7%
+3,602.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.8% |
| 7D | -1.4% | +1.3% | -2.7% | -1.6% |
| 30D | -3.5% | -9.7% | +6.2% | -2.0% |
| 3M | -19.4% | -23.7% | +4.3% | -16.7% |
| 6M | -21.4% | +26.5% | -47.9% | -25.5% |
| YTD | -7.1% | +57.5% | -64.6% | -15.4% |
| 1Y | +17.8% | +75.7% | -57.9% | +5.0% |
| 3Y | +78.8% | +19.5% | +59.3% | +61.8% |
| 5Y | +83.5% | +83.8% | -0.2% | +49.1% |
| 10Y | +160.2% | +1,772.4% | -1,612.1% | +32.0% |
| All | +4,266.9% | +664.7% | +3,602.2% | +1,343.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling