-5.8%
QBTS vs LPLA
+210.7%
-216.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.9% |
| 7D | -10.5% | -0.9% | -9.6% | -10.1% |
| 30D | -20.5% | -9.5% | -11.0% | -17.9% |
| 3M | -54.3% | -21.9% | -32.4% | -50.0% |
| 6M | -55.4% | -2.6% | -52.8% | -55.9% |
| YTD | -63.4% | -17.8% | -45.6% | -60.9% |
| 1Y | -59.1% | -21.2% | -38.0% | -55.4% |
| 3Y | +1,216.8% | +30.6% | +1,186.2% | +1,184.8% |
| 5Y | -2.6% | +81.3% | -84.0% | -6.4% |
| All | -5.8% | +210.7% | -216.5% | -11.4% |
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