+32.7%
IRM vs LPLA
+0.7%
+32.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -0.5% | -3.1% | +2.6% | -0.3% |
| 30D | -8.1% | -0.1% | -8.0% | -8.1% |
| 3M | -9.7% | +23.2% | -32.9% | -10.7% |
| 6M | +10.0% | +15.5% | -5.5% | +9.1% |
| YTD | +43.0% | +0.9% | +42.1% | +42.7% |
| 1Y | +32.7% | +0.2% | +32.5% | +31.3% |
| All | +32.7% | +0.7% | +32.0% | +31.3% |
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