+67.2%
SGI vs LPLA
+29.4%
+37.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | -5.3% | -0.9% | -4.4% | -5.1% |
| 30D | -2.1% | -9.5% | +7.4% | -0.4% |
| 3M | -8.2% | -21.9% | +13.7% | -4.1% |
| 6M | -4.6% | -2.6% | -1.9% | -4.8% |
| YTD | -31.5% | -17.8% | -13.7% | -29.6% |
| 1Y | -30.8% | -21.2% | -9.6% | -28.5% |
| 3Y | +67.2% | +30.6% | +36.6% | +71.5% |
| All | +67.2% | +29.4% | +37.8% | +71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling