+261.4%
LPLA vs ZCMD
-100.0%
+361.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.1% |
| 7D | -0.9% | -7.7% | +6.8% | -0.9% |
| 30D | -9.5% | -34.8% | +25.3% | -9.2% |
| 3M | -21.9% | -56.3% | +34.4% | -21.4% |
| 6M | -2.6% | -99.7% | +97.1% | +1.6% |
| YTD | -17.8% | -99.9% | +82.1% | -13.0% |
| 1Y | -21.2% | -99.9% | +78.7% | -16.1% |
| 3Y | +30.6% | -100.0% | +130.6% | +47.7% |
| 5Y | +81.3% | -100.0% | +181.3% | +108.4% |
| All | +261.4% | -100.0% | +361.4% | +389.7% |
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