+18.4%
CHRW vs LYV
-0.4%
+18.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +3.5% | -1.9% | +5.4% | +3.6% |
| 30D | +4.6% | -8.2% | +12.8% | +5.4% |
| 3M | -19.7% | -1.3% | -18.4% | -19.7% |
| 6M | -12.4% | +2.6% | -15.0% | -13.3% |
| YTD | -3.9% | +19.4% | -23.3% | -3.8% |
| 1Y | +18.4% | -2.2% | +20.6% | +10.1% |
| All | +18.4% | -0.4% | +18.8% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 1y: compounded portfolio wealth divided by compounded LYV 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…
1y analysis · Full analysis span regression · 6 months rolling