Anything works
Absolutely not. You want Adamant / Jolly for physical sets and Modest / Timid for special sets.
Impish on a lucario is bad considering its fraility with its 70/70/70 base defences, so in competitive, its better to just run Adamant/Jolly for physical sets and modest/timid for special sets.
In game playthroughs it works fine since anything works
That's a okay nature for a Lucario, but don't invest on using special moves on it, use physical moves.
That nature might tank an Earthquake.