+189.0%
LMT vs CHRW
+182.4%
+6.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.9% |
| 7D | -0.5% | +4.4% | -4.9% | -1.3% |
| 30D | -10.8% | +5.5% | -16.3% | -11.6% |
| 3M | +1.6% | -17.3% | +18.9% | +4.2% |
| 6M | -17.6% | -12.7% | -4.9% | -16.6% |
| YTD | +11.6% | -4.1% | +15.7% | +10.1% |
| 1Y | +17.2% | +21.2% | -4.0% | +9.6% |
| 3Y | +35.7% | +88.9% | -53.2% | +12.3% |
| 5Y | +75.2% | +93.1% | -17.9% | +38.5% |
| All | +189.0% | +182.4% | +6.6% | +95.5% |
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