+312.3%
ZETA vs LPLA
+113.9%
+198.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.7% | -1.7% |
| 7D | +18.1% | -0.9% | +19.0% | +18.6% |
| 30D | +13.6% | -9.5% | +23.1% | +18.0% |
| 3M | +23.7% | -21.9% | +45.6% | +38.2% |
| 6M | +128.5% | -2.6% | +131.1% | +125.8% |
| YTD | +80.1% | -17.8% | +97.9% | +93.7% |
| 1Y | +98.0% | -21.2% | +119.2% | +117.8% |
| 3Y | +348.6% | +30.6% | +318.0% | +277.8% |
| 5Y | +286.6% | +81.3% | +205.3% | +148.8% |
| All | +312.3% | +113.9% | +198.3% | +152.3% |
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