+646.9%
SGI vs LPLA
+1,047.9%
-401.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.1% | +0.1% | -1.6% |
| 7D | -10.7% | -2.9% | -7.8% | -9.5% |
| 30D | -3.6% | -10.2% | +6.7% | +0.5% |
| 3M | -5.4% | -22.3% | +16.9% | +4.7% |
| 6M | -7.0% | -0.6% | -6.5% | -8.8% |
| YTD | -31.6% | -17.9% | -13.7% | -27.4% |
| 1Y | -33.5% | -22.1% | -11.4% | -27.9% |
| 3Y | +66.5% | +29.3% | +37.2% | +33.4% |
| 5Y | +42.2% | +81.0% | -38.9% | -8.7% |
| 10Y | +320.9% | +772.5% | -451.6% | +31.1% |
| All | +646.9% | +1,047.9% | -401.0% | +88.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling