-58.7%
ZTS vs LPLA
+50.5%
-109.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.4% | -2.7% |
| 7D | -4.8% | -2.1% | -2.7% | -4.5% |
| 30D | +1.2% | -3.3% | +4.6% | +1.6% |
| 3M | -6.0% | +23.5% | -29.6% | -8.3% |
| 6M | -38.7% | +12.0% | -50.7% | -39.5% |
| YTD | -40.6% | -1.7% | -39.0% | -41.0% |
| 1Y | -50.6% | +3.2% | -53.8% | -51.0% |
| 3Y | -58.7% | +46.2% | -105.0% | -58.6% |
| All | -58.7% | +50.5% | -109.2% | -58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling