-98.0%
IRE vs LPLA
-13.1%
-84.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +0.1% | -14.4% | -14.4% |
| 7D | -31.8% | -0.9% | -30.9% | -31.7% |
| 30D | -71.8% | -9.5% | -62.3% | -70.6% |
| 3M | -88.9% | -21.9% | -67.0% | -87.2% |
| 6M | -95.4% | -2.6% | -92.7% | -95.9% |
| YTD | -94.2% | -17.8% | -76.4% | -92.9% |
| 1Y | -97.1% | -21.2% | -75.9% | -96.1% |
| All | -98.0% | -13.1% | -84.9% | -97.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling