+14.0%
ZM vs LPLA
+2.8%
+11.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.6% |
| 7D | -2.7% | -3.7% | +0.9% | -1.9% |
| 30D | -10.0% | -6.4% | -3.6% | -8.7% |
| 3M | +1.6% | +20.2% | -18.6% | -2.3% |
| 6M | +25.0% | +12.8% | +12.1% | +21.6% |
| YTD | +10.6% | -2.5% | +13.1% | +10.7% |
| 1Y | +14.0% | +1.9% | +12.0% | +12.1% |
| All | +14.0% | +2.8% | +11.1% | +12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling