+63.3%
QBTS vs LPLA
+281.3%
-218.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -2.4% | -3.1% | +0.7% | -1.2% |
| 30D | -22.5% | -0.1% | -22.4% | -22.5% |
| 3M | -40.0% | +23.2% | -63.2% | -45.4% |
| 6M | -12.3% | +15.5% | -27.9% | -18.3% |
| YTD | -36.6% | +0.9% | -37.5% | -36.9% |
| 1Y | +8.4% | +0.2% | +8.3% | +8.2% |
| 3Y | +1,380.4% | +55.2% | +1,325.1% | +1,248.9% |
| 5Y | +69.7% | +145.4% | -75.7% | +50.6% |
| All | +63.3% | +281.3% | -218.0% | +43.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling