-9.9%
CHRW vs LPLA
-19.0%
+9.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.2% | +5.9% | +4.2% |
| 7D | -0.1% | -3.2% | +3.1% | +0.6% |
| 30D | -4.3% | -8.6% | +4.3% | -3.0% |
| 3M | -7.4% | -18.7% | +11.3% | -4.9% |
| 6M | -20.7% | +4.5% | -25.2% | -22.0% |
| YTD | -15.9% | -15.3% | -0.5% | -13.5% |
| 1Y | -9.9% | -19.9% | +10.0% | -5.3% |
| All | -9.9% | -19.0% | +9.2% | -5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling