+192.8%
IRM vs LPLA
+145.5%
+47.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.7% |
| 7D | +3.0% | -1.5% | +4.6% | +3.3% |
| 30D | -5.2% | -6.0% | +0.8% | -4.4% |
| 3M | -8.0% | +21.4% | -29.4% | -10.8% |
| 6M | +9.2% | +12.1% | -2.9% | +6.9% |
| YTD | +41.0% | -1.8% | +42.8% | +40.4% |
| 1Y | +23.3% | +3.2% | +20.0% | +21.6% |
| 3Y | +102.8% | +45.9% | +56.9% | +88.3% |
| 5Y | +192.8% | +144.7% | +48.1% | +137.5% |
| All | +192.8% | +145.5% | +47.2% | +137.5% |
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 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