+61.0%
ZM vs LPLA
+315.3%
-254.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.1% | +2.1% |
| 7D | +11.0% | -0.9% | +12.0% | +11.1% |
| 30D | +5.6% | -9.5% | +15.1% | +6.3% |
| 3M | -9.1% | -21.9% | +12.7% | -7.5% |
| 6M | -2.6% | -2.6% | +0.1% | -2.6% |
| YTD | +15.7% | -17.8% | +33.5% | +16.9% |
| 1Y | +18.8% | -21.2% | +39.9% | +20.3% |
| 3Y | +62.2% | +30.6% | +31.5% | +61.2% |
| 5Y | -60.9% | +81.3% | -142.2% | -60.7% |
| All | +61.0% | +315.3% | -254.4% | +110.0% |
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 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