-82.0%
IRE vs LPLA
+4.0%
-86.0%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | -2.5% | +12.8% | +12.5% |
| 7D | +58.9% | -2.1% | +61.0% | +61.4% |
| 30D | +17.2% | -3.3% | +20.5% | +18.6% |
| 3M | -58.6% | +23.5% | -82.2% | -68.9% |
| 6M | -23.5% | +12.0% | -35.5% | -35.3% |
| YTD | -47.4% | -1.7% | -45.8% | -41.6% |
| All | -82.0% | +4.0% | -86.0% | -80.3% |
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