+1,343.5%
QBTS vs LBRT
-30.3%
+1,373.8%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -3.4% | -5.2% | -7.4% |
| 7D | +1.1% | -15.7% | +16.7% | +7.2% |
| 30D | -28.1% | -34.3% | +6.2% | -17.4% |
| 3M | -48.1% | -40.6% | -7.5% | -38.6% |
| 6M | -53.6% | -62.0% | +8.4% | -37.1% |
| YTD | -59.9% | -31.6% | -28.3% | -58.0% |
| 1Y | -64.3% | -25.8% | -38.5% | -63.5% |
| All | +1,343.5% | -30.3% | +1,373.8% | +1,331.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling