+398.3%
PCAR vs LPLA
+1,060.6%
-662.3%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -1.8% |
| 7D | +0.1% | +4.1% | -4.1% | -1.2% |
| 30D | -4.6% | -9.0% | +4.5% | -2.2% |
| 3M | -22.6% | -17.6% | -4.9% | -18.3% |
| 6M | -12.0% | -8.8% | -3.1% | -10.6% |
| YTD | -6.1% | -17.0% | +10.9% | -2.6% |
| 1Y | +6.3% | -20.4% | +26.7% | +11.7% |
| 3Y | +31.8% | +35.4% | -3.6% | +11.4% |
| 5Y | +104.2% | +79.7% | +24.4% | +50.3% |
| 10Y | +302.9% | +915.0% | -612.0% | +53.8% |
| All | +398.3% | +1,060.6% | -662.3% | +54.5% |
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