+336.8%
LPLA vs ZCMD
-100.0%
+436.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -7.1% | +8.9% | +1.9% |
| 7D | -1.5% | -5.4% | +3.9% | -1.5% |
| 30D | -6.0% | -24.8% | +18.8% | -5.8% |
| 3M | +24.0% | -62.8% | +86.8% | +22.6% |
| 6M | +17.0% | -99.5% | +116.5% | +22.0% |
| YTD | -0.7% | -99.8% | +99.1% | +4.7% |
| 1Y | +2.1% | -99.9% | +102.0% | +9.3% |
| 3Y | +48.7% | -100.0% | +148.7% | +68.8% |
| 5Y | +151.2% | -100.0% | +251.2% | +185.0% |
| All | +336.8% | -100.0% | +436.8% | +489.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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