-14.1%
PCOR vs LPLA
+110.4%
-124.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +1.3% |
| 7D | +23.7% | +7.6% | +16.1% | +20.5% |
| 30D | +39.0% | -9.5% | +48.5% | +43.6% |
| 3M | +35.8% | -16.3% | +52.1% | +44.2% |
| 6M | +38.2% | -8.0% | +46.2% | +40.8% |
| YTD | +3.9% | -15.5% | +19.5% | +8.2% |
| 1Y | +5.7% | -19.4% | +25.0% | +12.0% |
| 3Y | +44.8% | +39.7% | +5.1% | +20.7% |
| 5Y | -19.8% | +83.0% | -102.8% | -44.5% |
| All | -14.1% | +110.4% | -124.5% | -43.1% |
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