+115.2%
PCAR vs LPLA
+80.3%
+34.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +4.9% | -0.9% | +5.9% | +5.2% |
| 30D | -1.4% | -9.5% | +8.1% | +0.6% |
| 3M | -18.1% | -21.9% | +3.7% | -13.5% |
| 6M | -4.0% | -2.6% | -1.4% | -4.3% |
| YTD | -1.5% | -17.8% | +16.3% | +1.8% |
| 1Y | +13.2% | -21.2% | +34.4% | +18.1% |
| 3Y | +35.8% | +30.6% | +5.2% | +19.8% |
| All | +115.2% | +80.3% | +34.9% | +59.7% |
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