+1,325.1%
IRM vs LPLA
+1,049.0%
+276.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.0% | +4.9% | +2.5% |
| 7D | +8.6% | -2.8% | +11.4% | +9.1% |
| 30D | 0.0% | -10.2% | +10.1% | +1.6% |
| 3M | -7.1% | -22.3% | +15.1% | -3.3% |
| 6M | -7.9% | -0.5% | -7.4% | -8.5% |
| YTD | +41.3% | -17.9% | +59.2% | +44.4% |
| 1Y | +20.7% | -22.0% | +42.8% | +24.6% |
| 3Y | +112.2% | +29.4% | +82.8% | +95.3% |
| 5Y | +191.2% | +81.2% | +110.0% | +144.8% |
| 10Y | +524.3% | +773.4% | -249.1% | +277.2% |
| All | +1,325.1% | +1,049.0% | +276.1% | +654.4% |
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