+254.2%
ZETA vs LPLA
+93.2%
+161.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +1.0% | +7.2% | +7.7% |
| 7D | +13.2% | +3.6% | +9.6% | +11.3% |
| 30D | +6.0% | -6.8% | +12.7% | +8.7% |
| 3M | +27.3% | -17.0% | +44.4% | +38.4% |
| 6M | +104.6% | +1.8% | +102.8% | +97.8% |
| YTD | +72.3% | -13.4% | +85.7% | +80.9% |
| 1Y | +76.3% | -17.5% | +93.8% | +90.2% |
| 3Y | +325.6% | +36.5% | +289.2% | +249.0% |
| 5Y | +254.2% | +92.6% | +161.6% | +107.3% |
| All | +254.2% | +93.2% | +161.1% | +107.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling