+63.3%
QBTS vs LBRT
+104.0%
-40.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.7% |
| 7D | -2.4% | +8.7% | -11.1% | -4.1% |
| 30D | -22.5% | +6.6% | -29.1% | -23.6% |
| 3M | -40.0% | -34.5% | -5.5% | -35.2% |
| 6M | -12.3% | -24.5% | +12.2% | -9.0% |
| YTD | -36.6% | +12.7% | -49.3% | -39.9% |
| 1Y | +8.4% | +94.8% | -86.4% | -7.5% |
| 3Y | +1,380.4% | +31.9% | +1,348.5% | +1,223.9% |
| 5Y | +69.7% | +111.8% | -42.1% | +50.3% |
| All | +63.3% | +104.0% | -40.6% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 10y: compounded portfolio wealth divided by compounded LBRT 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…
10y analysis · Full analysis span regression · 6 months rolling