+332.4%
LPLA vs ZCMD
-100.0%
+432.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.1% | -2.5% |
| 7D | -2.1% | -1.4% | -0.7% | -2.1% |
| 30D | -3.3% | -21.6% | +18.2% | -3.2% |
| 3M | +23.5% | -67.4% | +90.9% | +22.4% |
| 6M | +12.0% | -99.4% | +111.4% | +16.4% |
| YTD | -1.7% | -99.7% | +98.1% | +3.6% |
| 1Y | +3.2% | -99.9% | +103.1% | +10.2% |
| 3Y | +46.2% | -100.0% | +146.2% | +65.9% |
| 5Y | +144.9% | -100.0% | +244.9% | +177.3% |
| All | +332.4% | -100.0% | +432.4% | +483.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling