+270.7%
SGI vs LPLA
+1,235.7%
-965.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | +0.6% | -1.5% | +2.2% | +1.4% |
| 30D | +5.5% | -6.0% | +11.5% | +8.7% |
| 3M | -3.6% | +21.4% | -25.0% | -13.6% |
| 6M | -15.0% | +12.1% | -27.1% | -21.0% |
| YTD | -23.0% | -1.8% | -21.2% | -24.0% |
| 1Y | -18.4% | +3.2% | -21.6% | -22.4% |
| 3Y | +57.8% | +45.9% | +11.8% | +14.9% |
| 5Y | +51.5% | +144.7% | -93.2% | -27.2% |
| All | +270.7% | +1,235.7% | -965.0% | -31.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling