-97.4%
IRE vs LPLA
-18.3%
-79.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.4% | -5.9% | -3.6% |
| 7D | -15.5% | +2.3% | -17.8% | -16.0% |
| 30D | -70.4% | -7.7% | -62.7% | -69.0% |
| 3M | -81.6% | -15.7% | -65.9% | -79.7% |
| 6M | -94.7% | +0.8% | -95.5% | -95.2% |
| YTD | -91.8% | -14.2% | -77.5% | -90.4% |
| All | -97.4% | -18.3% | -79.1% | -96.2% |
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