+149.9%
CHRW vs LPLA
+1,060.6%
-910.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -2.0% |
| 7D | +0.6% | +4.1% | -3.6% | -0.2% |
| 30D | -7.3% | -9.0% | +1.7% | -5.6% |
| 3M | -14.2% | -17.6% | +3.5% | -11.3% |
| 6M | -25.1% | -8.8% | -16.3% | -24.3% |
| YTD | -21.2% | -17.0% | -4.1% | -19.3% |
| 1Y | -14.2% | -20.4% | +6.3% | -11.5% |
| 3Y | +63.5% | +35.4% | +28.1% | +49.5% |
| 5Y | +49.6% | +79.7% | -30.1% | +26.2% |
| 10Y | +129.4% | +915.0% | -785.6% | +33.9% |
| All | +149.9% | +1,060.6% | -910.7% | +28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling