-9.3%
LHX vs CHRW
-10.6%
+1.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.2% | -6.7% | -6.5% |
| 7D | -0.3% | +4.9% | -5.2% | -1.1% |
| 30D | +9.7% | -4.8% | +14.5% | +10.2% |
| 3M | -8.5% | -13.1% | +4.6% | -6.9% |
| 6M | -15.1% | -16.3% | +1.3% | -14.0% |
| YTD | -10.4% | -15.8% | +5.4% | -12.1% |
| 1Y | -9.3% | -11.1% | +1.8% | -12.3% |
| All | -9.3% | -10.6% | +1.3% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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