+46.5%
PCOR vs LPLA
+37.2%
+9.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.6% |
| 7D | +20.7% | +3.6% | +17.1% | +19.4% |
| 30D | +35.7% | -6.8% | +42.4% | +38.4% |
| 3M | +31.1% | -17.0% | +48.1% | +39.2% |
| 6M | +43.1% | +1.8% | +41.3% | +40.4% |
| YTD | +4.8% | -13.4% | +18.2% | +8.0% |
| 1Y | -3.7% | -17.5% | +13.8% | +1.3% |
| 3Y | +46.5% | +36.5% | +10.1% | +34.8% |
| All | +46.5% | +37.2% | +9.3% | +34.8% |
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