+64.1%
QBTS vs LPLA
+268.5%
-204.4%
-96.7%
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 | -2.7% | -0.7% | -2.0% | -2.4% |
| 7D | -1.0% | -3.7% | +2.7% | +0.5% |
| 30D | -17.6% | -6.4% | -11.3% | -15.5% |
| 3M | -28.3% | +20.2% | -48.5% | -34.1% |
| 6M | -11.2% | +12.8% | -24.0% | -16.5% |
| YTD | -36.3% | -2.5% | -33.8% | -35.7% |
| 1Y | +3.9% | +1.9% | +1.9% | +3.3% |
| 3Y | +1,728.8% | +45.0% | +1,683.8% | +1,596.4% |
| 5Y | +70.9% | +146.6% | -75.7% | +53.1% |
| All | +64.1% | +268.5% | -204.4% | +45.6% |
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 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