+2,106.2%
LHX vs CHRW
+4,244.2%
-2,138.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -1.9% | -0.8% |
| 7D | -2.5% | +1.9% | -4.4% | -3.1% |
| 30D | -10.4% | +0.9% | -11.3% | -10.7% |
| 3M | -14.9% | -19.9% | +4.9% | -10.0% |
| 6M | -29.6% | -15.8% | -13.8% | -27.0% |
| YTD | -11.8% | -5.6% | -6.2% | -12.2% |
| 1Y | -5.1% | +21.0% | -26.1% | -12.8% |
| 3Y | +61.3% | +86.0% | -24.7% | +26.3% |
| 5Y | +22.4% | +88.6% | -66.2% | -7.2% |
| 10Y | +232.2% | +169.3% | +62.9% | +117.2% |
| All | +2,106.2% | +4,244.2% | -2,138.0% | +558.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling