+319.2%
ZETA vs LPLA
+113.8%
+205.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | +0.2% |
| 7D | +26.5% | -2.8% | +29.2% | +28.1% |
| 30D | +10.3% | -10.2% | +20.4% | +15.0% |
| 3M | +30.5% | -22.3% | +52.8% | +46.2% |
| 6M | +129.4% | -0.5% | +129.8% | +123.9% |
| YTD | +83.1% | -17.9% | +101.0% | +97.0% |
| 1Y | +82.1% | -22.0% | +104.1% | +101.5% |
| 3Y | +352.3% | +29.4% | +322.9% | +283.0% |
| 5Y | +293.1% | +81.2% | +211.9% | +153.1% |
| All | +319.2% | +113.8% | +205.4% | +156.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling