+60.0%
SGI vs LPLA
+143.6%
-83.6%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.3% |
| 7D | +9.3% | -2.1% | +11.4% | +10.0% |
| 30D | +6.9% | -3.3% | +10.2% | +7.9% |
| 3M | +2.8% | +23.5% | -20.7% | -4.1% |
| 6M | -12.6% | +12.0% | -24.6% | -16.1% |
| YTD | -21.5% | -1.7% | -19.9% | -21.9% |
| 1Y | -18.8% | +3.2% | -22.0% | -20.8% |
| 3Y | +60.8% | +46.2% | +14.6% | +34.9% |
| 5Y | +60.0% | +144.9% | -84.9% | +0.1% |
| All | +60.0% | +143.6% | -83.6% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling