+509.3%
PCAR vs LPLA
+1,311.2%
-802.0%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -0.5% | -3.1% | +2.6% | +0.5% |
| 30D | -6.2% | -0.1% | -6.1% | -6.3% |
| 3M | +5.9% | +23.2% | -17.3% | -1.4% |
| 6M | +0.4% | +15.5% | -15.1% | -5.1% |
| YTD | +14.8% | +0.9% | +13.9% | +12.7% |
| 1Y | +30.1% | +0.2% | +29.9% | +27.1% |
| 3Y | +66.6% | +55.2% | +11.4% | +35.9% |
| 5Y | +166.1% | +145.4% | +20.7% | +77.6% |
| 10Y | +353.7% | +1,229.7% | -876.0% | +59.5% |
| All | +509.3% | +1,311.2% | -802.0% | +78.7% |
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 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