+75.4%
QBTS vs LPLA
+145.5%
-70.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.0% |
| 7D | +3.8% | -1.5% | +5.4% | +4.4% |
| 30D | -15.2% | -6.0% | -9.2% | -13.0% |
| 3M | -27.2% | +21.4% | -48.6% | -33.9% |
| 6M | -10.1% | +12.1% | -22.2% | -15.7% |
| YTD | -34.5% | -1.8% | -32.7% | -34.1% |
| 1Y | +6.0% | +3.2% | +2.8% | +4.7% |
| 3Y | +1,779.3% | +45.9% | +1,733.3% | +1,623.1% |
| 5Y | +75.4% | +144.7% | -69.2% | +59.0% |
| All | +75.4% | +145.5% | -70.1% | +59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling