+222.0%
LHX vs CHRW
+183.1%
+38.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.4% | -1.2% |
| 7D | -4.3% | +3.5% | -7.7% | -5.0% |
| 30D | -15.1% | +4.6% | -19.7% | -16.1% |
| 3M | -21.0% | -19.7% | -1.3% | -17.5% |
| 6M | -32.0% | -12.4% | -19.6% | -30.6% |
| YTD | -15.3% | -3.9% | -11.4% | -16.0% |
| 1Y | -11.1% | +18.4% | -29.4% | -16.5% |
| 3Y | +54.0% | +88.8% | -34.8% | +25.7% |
| 5Y | +17.1% | +93.5% | -76.4% | -8.2% |
| All | +222.0% | +183.1% | +38.9% | +107.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling