+17.2%
LMT vs CHRW
+23.5%
-6.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.1% |
| 7D | -0.5% | +4.4% | -4.9% | -0.6% |
| 30D | -10.8% | +5.5% | -16.3% | -10.9% |
| 3M | +1.6% | -17.3% | +18.9% | +1.3% |
| 6M | -17.6% | -12.7% | -4.9% | -18.0% |
| YTD | +11.6% | -4.1% | +15.7% | +10.2% |
| 1Y | +17.2% | +21.2% | -4.0% | +15.5% |
| All | +17.2% | +23.5% | -6.2% | +15.5% |
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 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