+57.5%
CHRW vs LTH
+137.1%
-79.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.3% |
| 7D | +7.3% | -1.3% | +8.6% | +7.5% |
| 30D | -3.6% | +15.7% | -19.2% | -5.7% |
| 3M | -9.6% | +5.0% | -14.6% | -10.4% |
| 6M | -17.0% | +37.7% | -54.7% | -21.0% |
| YTD | -15.4% | +75.0% | -90.4% | -22.6% |
| 1Y | -10.0% | +82.6% | -92.6% | -18.1% |
| 3Y | +82.2% | +241.3% | -159.1% | +49.5% |
| All | +57.5% | +137.1% | -79.6% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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