+2,299.4%
LMT vs CHRW
+3,789.5%
-1,490.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.4% | -1.1% |
| 7D | +4.8% | +4.7% | +0.1% | +3.9% |
| 30D | +19.9% | -2.6% | +22.4% | +20.2% |
| 3M | +0.2% | -8.0% | +8.2% | +1.3% |
| 6M | +17.4% | -19.0% | +36.4% | +20.5% |
| YTD | +27.2% | -15.5% | +42.6% | +28.4% |
| 1Y | +35.6% | -10.8% | +46.4% | +35.3% |
| 3Y | +47.1% | +79.8% | -32.7% | +24.1% |
| 5Y | +103.7% | +59.3% | +44.4% | +73.0% |
| 10Y | +203.5% | +129.6% | +73.9% | +134.2% |
| All | +2,299.4% | +3,789.5% | -1,490.1% | +1,150.2% |
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 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