+37.3%
LMT vs CHRW
+86.2%
-48.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +2.0% |
| 7D | -1.5% | +1.9% | -3.5% | -1.6% |
| 30D | -8.2% | +0.9% | -9.2% | -8.3% |
| 3M | +3.7% | -19.9% | +23.6% | +4.5% |
| 6M | -19.2% | -15.8% | -3.4% | -18.9% |
| YTD | +12.9% | -5.6% | +18.4% | +12.0% |
| 1Y | +19.8% | +21.0% | -1.2% | +16.5% |
| 3Y | +37.3% | +86.0% | -48.8% | +29.2% |
| All | +37.3% | +86.2% | -48.9% | +29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling