+1,986.4%
LMT vs CHRW
+4,173.0%
-2,186.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.6% |
| 7D | -6.3% | -1.4% | -4.9% | -6.0% |
| 30D | -8.5% | -3.5% | -5.0% | -7.9% |
| 3M | +1.8% | -19.4% | +21.2% | +5.3% |
| 6M | -19.9% | -21.4% | +1.4% | -17.2% |
| YTD | +10.6% | -7.1% | +17.7% | +10.2% |
| 1Y | +17.9% | +17.8% | +0.1% | +11.4% |
| 3Y | +27.0% | +78.8% | -51.8% | +7.9% |
| 5Y | +68.7% | +83.5% | -14.9% | +39.9% |
| 10Y | +181.1% | +160.2% | +20.8% | +112.7% |
| All | +1,986.4% | +4,173.0% | -2,186.6% | +973.0% |
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