+84.4%
CHRW vs LTH
+160.9%
-76.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -1.4% | -0.6% | -0.8% | -1.3% |
| 30D | -3.5% | -4.6% | +1.1% | -2.9% |
| 3M | -19.4% | +32.8% | -52.2% | -22.6% |
| 6M | -21.4% | +64.6% | -86.0% | -27.0% |
| YTD | -7.1% | +62.6% | -69.8% | -13.7% |
| 1Y | +17.8% | +49.9% | -32.1% | +10.6% |
| 3Y | +78.8% | +151.3% | -72.6% | +53.6% |
| All | +84.4% | +160.9% | -76.4% | +53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling