+4.9%
QBTS vs LPLA
+220.1%
-215.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.9% | +2.5% |
| 7D | +2.6% | -3.2% | +5.8% | +3.9% |
| 30D | -22.5% | -8.6% | -13.9% | -20.2% |
| 3M | -47.4% | -18.7% | -28.7% | -43.4% |
| 6M | -55.7% | +4.5% | -60.2% | -57.5% |
| YTD | -59.3% | -15.3% | -44.0% | -57.0% |
| 1Y | -63.3% | -19.9% | -43.4% | -60.2% |
| 3Y | +1,379.2% | +33.4% | +1,345.8% | +1,327.2% |
| 5Y | +8.3% | +87.4% | -79.1% | +2.8% |
| All | +4.9% | +220.1% | -215.1% | -2.5% |
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