+53.1%
LLY vs QBTS
+14.0%
+39.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.6% | -8.8% | -2.3% |
| 7D | -3.1% | +6.8% | -9.9% | -3.2% |
| 30D | -5.1% | -14.9% | +9.8% | -4.9% |
| 3M | -2.1% | -31.6% | +29.5% | -1.4% |
| 6M | +13.8% | -4.9% | +18.8% | +13.5% |
| YTD | +5.1% | -32.4% | +37.5% | +4.1% |
| 1Y | +53.1% | +14.6% | +38.5% | +56.4% |
| All | +53.1% | +14.0% | +39.2% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QBTS.
Daily Out/Under-Performance
Portfolio return minus QBTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QBTS 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 QBTS 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