+277.1%
LRCX vs QBTS
-2.5%
+279.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.8% | -0.5% | -3.1% |
| 7D | +12.7% | -10.5% | +23.2% | +13.6% |
| 30D | -21.3% | -20.5% | -0.7% | -19.9% |
| 3M | -32.9% | -54.3% | +21.4% | -29.2% |
| 6M | -23.4% | -55.4% | +32.0% | -19.4% |
| YTD | +32.4% | -63.4% | +95.8% | +39.8% |
| 1Y | +48.0% | -59.1% | +107.2% | +54.9% |
| 3Y | +243.9% | +1,216.8% | -972.9% | +200.6% |
| All | +277.1% | -2.5% | +279.6% | +190.1% |
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