+85.9%
ZTS vs LPLA
+757.5%
-671.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +1.1% |
| 7D | +1.0% | -2.8% | +3.8% | +1.6% |
| 30D | +12.4% | -10.2% | +22.6% | +14.6% |
| 3M | +13.6% | -22.3% | +35.8% | +19.0% |
| 6M | +9.3% | -0.5% | +9.8% | +8.6% |
| YTD | -32.6% | -17.9% | -14.7% | -30.5% |
| 1Y | -30.0% | -22.0% | -8.0% | -27.3% |
| 3Y | -48.7% | +29.4% | -78.1% | -53.4% |
| 5Y | -59.3% | +81.2% | -140.5% | -67.2% |
| All | +85.9% | +757.5% | -671.7% | +4.6% |
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