+166.7%
CHRW vs LPLA
+1,084.6%
-917.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.2% | +5.9% | +4.1% |
| 7D | -0.1% | -3.2% | +3.1% | +0.5% |
| 30D | -4.3% | -8.6% | +4.3% | -2.7% |
| 3M | -7.4% | -18.7% | +11.3% | -4.1% |
| 6M | -20.7% | +4.5% | -25.2% | -21.8% |
| YTD | -15.9% | -15.3% | -0.5% | -14.2% |
| 1Y | -9.9% | -19.9% | +10.0% | -7.2% |
| 3Y | +79.0% | +33.4% | +45.6% | +64.2% |
| 5Y | +61.3% | +87.4% | -26.1% | +35.0% |
| 10Y | +128.5% | +800.4% | -671.9% | +36.3% |
| All | +166.7% | +1,084.6% | -917.9% | +36.6% |
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