+174.5%
CHRW vs LPLA
+1,198.0%
-1,023.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +4.1% | -1.5% | +5.6% | +4.3% |
| 30D | +1.9% | -6.0% | +7.9% | +3.0% |
| 3M | -21.2% | +21.4% | -42.5% | -24.1% |
| 6M | -16.7% | +12.1% | -28.7% | -18.9% |
| YTD | -5.4% | -1.8% | -3.5% | -5.8% |
| 1Y | +21.2% | +3.2% | +18.0% | +19.1% |
| 3Y | +86.5% | +45.9% | +40.5% | +68.5% |
| 5Y | +93.0% | +144.7% | -51.6% | +52.3% |
| 10Y | +174.5% | +1,222.4% | -1,047.9% | +61.8% |
| All | +174.5% | +1,198.0% | -1,023.5% | +61.8% |
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