+117.3%
ZBH vs LPLA
+1,275.5%
-1,158.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.5% | -1.4% | -3.3% |
| 7D | -5.2% | -2.1% | -3.1% | -4.7% |
| 30D | -2.4% | -3.3% | +0.9% | -1.6% |
| 3M | +8.3% | +23.5% | -15.3% | +2.2% |
| 6M | +0.7% | +12.0% | -11.4% | -2.9% |
| YTD | +5.3% | -1.7% | +7.0% | +4.4% |
| 1Y | -9.1% | +3.2% | -12.3% | -11.4% |
| 3Y | -19.7% | +46.2% | -65.9% | -31.8% |
| 5Y | -31.3% | +144.9% | -176.2% | -52.4% |
| 10Y | -18.9% | +1,195.1% | -1,214.0% | -65.4% |
| All | +117.3% | +1,275.5% | -1,158.2% | -19.2% |
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