+48.9%
PCOR vs LPLA
+38.6%
+10.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +1.2% |
| 7D | +23.7% | +7.6% | +16.1% | +20.8% |
| 30D | +39.0% | -9.5% | +48.5% | +43.3% |
| 3M | +35.8% | -16.3% | +52.1% | +43.7% |
| 6M | +38.2% | -8.0% | +46.2% | +40.9% |
| YTD | +3.9% | -15.5% | +19.5% | +8.1% |
| 1Y | +5.7% | -19.4% | +25.0% | +12.0% |
| All | +48.9% | +38.6% | +10.3% | +41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling