-97.7%
IRE vs LPLA
-16.5%
-81.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +4.6% | -27.9% | -24.7% |
| 7D | -46.8% | +15.7% | -62.5% | -50.5% |
| 30D | -75.5% | -6.2% | -69.3% | -74.6% |
| 3M | -79.4% | -12.0% | -67.4% | -78.1% |
| 6M | -91.3% | -2.7% | -88.5% | -91.5% |
| YTD | -90.8% | -12.5% | -78.3% | -89.5% |
| 1Y | -97.7% | -16.5% | -81.2% | -96.8% |
| All | -97.7% | -16.5% | -81.2% | -96.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling