+550.0%
LNG vs CHRW
+183.1%
+366.9%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.1% |
| 7D | -4.7% | +3.5% | -8.2% | -5.3% |
| 30D | +3.8% | +4.6% | -0.8% | +2.8% |
| 3M | +16.2% | -19.7% | +35.9% | +20.7% |
| 6M | +11.7% | -12.4% | +24.1% | +13.4% |
| YTD | +44.2% | -3.9% | +48.1% | +42.6% |
| 1Y | +18.6% | +18.4% | +0.2% | +11.2% |
| 3Y | +77.4% | +88.8% | -11.4% | +44.4% |
| 5Y | +232.3% | +93.5% | +138.7% | +161.8% |
| All | +550.0% | +183.1% | +366.9% | +337.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling