-12.5%
PCOR vs LPLA
+88.0%
-100.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +2.5% |
| 7D | +2.5% | -3.2% | +5.7% | +3.7% |
| 30D | +37.9% | -8.6% | +46.5% | +41.9% |
| 3M | +32.0% | -18.7% | +50.6% | +41.8% |
| 6M | +54.7% | +4.5% | +50.2% | +49.5% |
| YTD | +6.6% | -15.3% | +21.9% | +10.8% |
| 1Y | -1.7% | -19.9% | +18.2% | +4.6% |
| 3Y | +49.0% | +33.4% | +15.6% | +25.9% |
| 5Y | -12.5% | +87.4% | -99.9% | -42.7% |
| All | -12.5% | +88.0% | -100.5% | -42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling