+3,695.2%
CHRW vs LSCC
+546.8%
+3,148.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -8.6% | +4.5% | -2.8% |
| 7D | +0.7% | -4.8% | +5.5% | +1.4% |
| 30D | -5.0% | -27.1% | +22.1% | -0.6% |
| 3M | -16.1% | -23.6% | +7.5% | -13.2% |
| 6M | -22.6% | -19.8% | -2.8% | -21.4% |
| YTD | -19.3% | +33.2% | -52.5% | -25.0% |
| 1Y | -14.9% | +55.2% | -70.2% | -23.0% |
| 3Y | +68.0% | +70.1% | -2.1% | +43.1% |
| 5Y | +53.2% | +19.5% | +33.6% | +32.5% |
| 10Y | +134.8% | +1,164.9% | -1,030.1% | +26.7% |
| All | +3,695.2% | +546.8% | +3,148.4% | +1,178.6% |
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