+202.6%
ZTS vs LPLA
+961.1%
-758.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +1.0% |
| 7D | +1.0% | -2.8% | +3.8% | +1.6% |
| 30D | +12.4% | -10.2% | +22.6% | +14.4% |
| 3M | +13.6% | -22.3% | +35.8% | +18.5% |
| 6M | +9.3% | -0.5% | +9.8% | +8.7% |
| YTD | -32.6% | -17.9% | -14.7% | -30.7% |
| 1Y | -30.0% | -22.0% | -8.0% | -27.5% |
| 3Y | -48.7% | +29.4% | -78.1% | -52.8% |
| 5Y | -59.3% | +81.2% | -140.5% | -66.0% |
| 10Y | +79.8% | +773.4% | -693.6% | +7.8% |
| All | +202.6% | +961.1% | -758.6% | +76.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling