-12.0%
PCAR vs LPLA
-10.0%
-2.0%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -2.1% |
| 7D | +0.1% | +4.1% | -4.1% | -0.4% |
| 30D | -4.6% | -9.0% | +4.5% | -3.5% |
| 3M | -22.6% | -17.6% | -4.9% | -20.8% |
| 6M | -12.0% | -8.8% | -3.1% | -11.3% |
| All | -12.0% | -10.0% | -2.0% | -11.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling