+53.4%
CHRW vs LTH
+142.3%
-88.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.0% |
| 7D | +0.2% | +7.0% | -6.8% | -0.8% |
| 30D | -9.4% | +15.4% | -24.8% | -11.3% |
| 3M | -13.3% | +7.0% | -20.3% | -14.2% |
| 6M | -24.2% | +46.9% | -71.0% | -28.4% |
| YTD | -18.9% | +76.4% | -95.3% | -25.7% |
| 1Y | -12.4% | +83.7% | -96.1% | -20.2% |
| 3Y | +72.2% | +248.9% | -176.6% | +41.5% |
| 5Y | +53.4% | +141.8% | -88.4% | +23.6% |
| All | +53.4% | +142.3% | -88.9% | +23.6% |
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