+88.6%
CHRW vs LPLA
+143.6%
-55.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +2.0% |
| 7D | +1.9% | -2.1% | +4.0% | +2.2% |
| 30D | +0.9% | -3.3% | +4.3% | +1.3% |
| 3M | -19.9% | +23.5% | -43.4% | -22.2% |
| 6M | -15.8% | +12.0% | -27.8% | -17.5% |
| YTD | -5.6% | -1.7% | -3.9% | -5.9% |
| 1Y | +21.0% | +3.2% | +17.8% | +19.6% |
| 3Y | +86.0% | +46.2% | +39.8% | +74.3% |
| 5Y | +88.6% | +144.9% | -56.3% | +62.7% |
| All | +88.6% | +143.6% | -55.0% | +62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling