+259.2%
SGI vs LPLA
+1,226.8%
-967.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.8% |
| 7D | -4.9% | -3.7% | -1.2% | -3.1% |
| 30D | +1.6% | -6.4% | +8.0% | +4.9% |
| 3M | -3.2% | +20.2% | -23.3% | -12.7% |
| 6M | -16.0% | +12.8% | -28.9% | -22.2% |
| YTD | -25.4% | -2.5% | -22.9% | -26.1% |
| 1Y | -21.6% | +1.9% | -23.5% | -25.0% |
| 3Y | +52.9% | +45.0% | +7.9% | +11.7% |
| 5Y | +47.5% | +146.6% | -99.1% | -29.5% |
| All | +259.2% | +1,226.8% | -967.5% | -33.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling