-3.3%
LVS vs CHRW
+183.1%
-186.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -3.5% | +3.5% | -7.0% | -4.3% |
| 30D | -6.2% | +4.6% | -10.8% | -7.4% |
| 3M | -14.8% | -19.7% | +4.9% | -10.9% |
| 6M | -20.9% | -12.4% | -8.4% | -19.5% |
| YTD | -33.0% | -3.9% | -29.1% | -34.3% |
| 1Y | -20.0% | +18.4% | -38.4% | -26.8% |
| 3Y | -6.9% | +88.8% | -95.8% | -28.5% |
| 5Y | +9.1% | +93.5% | -84.5% | -19.8% |
| All | -3.3% | +183.1% | -186.4% | -35.6% |
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