-34.1%
PCOR vs LPLA
+151.2%
-185.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -3.9% | -4.1% |
| 7D | -9.0% | -3.1% | -5.9% | -7.8% |
| 30D | +4.2% | -0.1% | +4.2% | +4.1% |
| 3M | +14.4% | +23.2% | -8.8% | +5.0% |
| 6M | +0.2% | +15.5% | -15.4% | -6.5% |
| YTD | -20.3% | +0.9% | -21.1% | -21.9% |
| 1Y | -16.1% | +0.2% | -16.3% | -18.2% |
| 3Y | -14.7% | +55.2% | -69.9% | -31.1% |
| 5Y | -43.2% | +145.4% | -188.6% | -64.0% |
| All | -34.1% | +151.2% | -185.3% | -58.9% |
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