+2,267.4%
LMT vs CHRW
+3,791.5%
-1,524.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +5.1% | +7.3% | -2.2% | +3.7% |
| 30D | +14.1% | -3.6% | +17.7% | +14.6% |
| 3M | +0.3% | -9.6% | +9.9% | +1.7% |
| 6M | +16.1% | -17.0% | +33.1% | +18.6% |
| YTD | +25.5% | -15.4% | +40.9% | +26.6% |
| 1Y | +34.1% | -10.0% | +44.1% | +33.6% |
| 3Y | +45.1% | +82.2% | -37.1% | +22.1% |
| 5Y | +100.9% | +59.4% | +41.6% | +70.7% |
| 10Y | +199.4% | +129.7% | +69.7% | +131.0% |
| All | +2,267.4% | +3,791.5% | -1,524.1% | +1,133.4% |
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