+760.8%
SGI vs LPLA
+1,311.2%
-550.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +8.5% | -3.1% | +11.6% | +10.0% |
| 30D | +0.7% | -0.1% | +0.8% | +0.6% |
| 3M | +0.6% | +23.2% | -22.6% | -9.2% |
| 6M | -17.9% | +15.5% | -33.5% | -24.1% |
| YTD | -21.2% | +0.9% | -22.1% | -22.9% |
| 1Y | -18.9% | +0.2% | -19.0% | -21.3% |
| 3Y | +52.6% | +55.2% | -2.6% | +13.8% |
| 5Y | +60.7% | +145.4% | -84.7% | -9.9% |
| 10Y | +278.1% | +1,229.7% | -951.5% | +1.2% |
| All | +760.8% | +1,311.2% | -550.4% | +99.7% |
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