+483.3%
LLY vs QBTS
-2.5%
+485.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.8% | +4.1% | +1.3% |
| 7D | +6.7% | -10.5% | +17.2% | +6.8% |
| 30D | +19.6% | -20.5% | +40.1% | +19.7% |
| 3M | +19.7% | -54.3% | +74.0% | +20.2% |
| 6M | +42.7% | -55.4% | +98.1% | +43.2% |
| YTD | +35.1% | -63.4% | +98.6% | +35.5% |
| 1Y | +42.2% | -59.1% | +101.3% | +42.4% |
| 3Y | +140.8% | +1,216.8% | -1,076.0% | +136.3% |
| All | +483.3% | -2.5% | +485.9% | +451.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling