+98.0%
ZETA vs LPLA
-21.6%
+119.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.7% | -1.7% |
| 7D | +18.1% | -0.9% | +19.0% | +18.5% |
| 30D | +13.6% | -9.5% | +23.1% | +17.9% |
| 3M | +23.7% | -21.9% | +45.6% | +38.5% |
| 6M | +128.5% | -2.6% | +131.1% | +125.9% |
| YTD | +80.1% | -17.8% | +97.9% | +91.8% |
| 1Y | +98.0% | -21.2% | +119.2% | +120.0% |
| All | +98.0% | -21.6% | +119.6% | +120.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling