+129.9%
CHRW vs LPLA
+758.1%
-628.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | +7.3% | -0.9% | +8.2% | +7.4% |
| 30D | -3.6% | -9.5% | +5.9% | -1.8% |
| 3M | -9.6% | -21.9% | +12.3% | -5.7% |
| 6M | -17.0% | -2.6% | -14.4% | -17.1% |
| YTD | -15.4% | -17.8% | +2.4% | -13.2% |
| 1Y | -10.0% | -21.2% | +11.2% | -7.0% |
| 3Y | +82.2% | +30.6% | +51.5% | +67.3% |
| 5Y | +59.4% | +81.3% | -22.0% | +32.8% |
| All | +129.9% | +758.1% | -628.1% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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