+242.2%
ZETA vs LPLA
+155.5%
+86.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -0.1% | -1.5% | +1.5% | +0.8% |
| 30D | +10.5% | -6.0% | +16.4% | +14.0% |
| 3M | +44.3% | +21.4% | +22.9% | +29.8% |
| 6M | +59.4% | +12.1% | +47.4% | +48.5% |
| YTD | +49.5% | -1.8% | +51.3% | +49.2% |
| 1Y | +62.7% | +3.2% | +59.5% | +58.1% |
| 3Y | +274.6% | +45.9% | +228.7% | +203.9% |
| 5Y | +349.3% | +144.7% | +204.7% | +156.1% |
| All | +242.2% | +155.5% | +86.7% | +94.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling