-97.1%
IRE vs LPLA
-12.3%
-84.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | -1.8% | +41.4% | +40.3% |
| 7D | -27.2% | +4.1% | -31.3% | -28.8% |
| 30D | -75.1% | -9.0% | -66.1% | -74.1% |
| 3M | -77.9% | -17.6% | -60.2% | -75.5% |
| 6M | -94.6% | -8.8% | -85.8% | -94.5% |
| YTD | -91.5% | -17.0% | -74.5% | -89.7% |
| 1Y | -97.8% | -20.4% | -77.4% | -97.1% |
| All | -97.1% | -12.3% | -84.8% | -96.5% |
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