+83.3%
CHRW vs LPLA
+54.7%
+28.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | -1.4% | -3.1% | +1.7% | -1.1% |
| 30D | -3.5% | -0.1% | -3.4% | -3.5% |
| 3M | -19.4% | +23.2% | -42.6% | -21.3% |
| 6M | -21.4% | +15.5% | -36.9% | -22.9% |
| YTD | -7.1% | +0.9% | -8.0% | -7.6% |
| 1Y | +17.8% | +0.2% | +17.7% | +17.2% |
| All | +83.3% | +54.7% | +28.5% | +84.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling