-63.3%
QBTS vs LPLA
-19.0%
-44.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.9% | +2.8% |
| 7D | +2.6% | -3.2% | +5.8% | +4.5% |
| 30D | -22.5% | -8.6% | -13.9% | -18.7% |
| 3M | -47.4% | -18.7% | -28.7% | -40.4% |
| 6M | -55.7% | +4.5% | -60.2% | -60.0% |
| YTD | -59.3% | -15.3% | -44.0% | -53.3% |
| 1Y | -63.3% | -19.9% | -43.4% | -52.3% |
| All | -63.3% | -19.0% | -44.2% | -52.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling