+54.0%
ZM vs LPLA
+392.7%
-338.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.7% |
| 7D | -2.7% | -3.7% | +0.9% | -2.4% |
| 30D | -10.0% | -6.4% | -3.6% | -9.5% |
| 3M | +1.6% | +20.2% | -18.6% | +0.1% |
| 6M | +25.0% | +12.8% | +12.1% | +23.6% |
| YTD | +10.6% | -2.5% | +13.1% | +10.5% |
| 1Y | +14.0% | +1.9% | +12.0% | +13.5% |
| 3Y | +32.5% | +45.0% | -12.5% | +30.3% |
| 5Y | -68.3% | +146.6% | -214.9% | -67.9% |
| All | +54.0% | +392.7% | -338.7% | +98.6% |
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 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