+55.5%
ZTS vs LPLA
+1,226.8%
-1,171.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -4.5% | -3.7% | -0.8% | -3.8% |
| 30D | -3.3% | -6.4% | +3.1% | -2.1% |
| 3M | -9.7% | +20.2% | -29.9% | -13.2% |
| 6M | -38.8% | +12.8% | -51.7% | -40.3% |
| YTD | -41.2% | -2.5% | -38.7% | -41.2% |
| 1Y | -50.3% | +1.9% | -52.2% | -50.9% |
| 3Y | -59.1% | +45.0% | -104.1% | -63.4% |
| 5Y | -62.8% | +146.6% | -209.4% | -71.7% |
| All | +55.5% | +1,226.8% | -1,171.3% | -13.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling