+279.2%
ZETA vs LPLA
+50.5%
+228.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -0.5% |
| 7D | -2.4% | -2.1% | -0.4% | -1.4% |
| 30D | +15.6% | -3.3% | +18.9% | +17.4% |
| 3M | +41.5% | +23.5% | +18.0% | +27.0% |
| 6M | +63.4% | +12.0% | +51.4% | +53.2% |
| YTD | +51.3% | -1.7% | +53.0% | +50.9% |
| 1Y | +65.8% | +3.2% | +62.6% | +61.8% |
| 3Y | +279.2% | +46.2% | +233.0% | +263.4% |
| All | +279.2% | +50.5% | +228.7% | +263.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling