+8.5%
QBTS vs LBRT
+6.0%
+2.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +5.4% | +12.6% | +16.6% |
| 7D | +0.3% | -29.1% | +29.4% | +9.7% |
| 30D | -29.8% | -38.4% | +8.6% | -20.5% |
| 3M | -45.0% | -40.1% | -4.9% | -37.5% |
| 6M | -55.2% | -62.9% | +7.7% | -43.0% |
| YTD | -59.2% | -34.5% | -24.6% | -56.5% |
| 1Y | -62.4% | -30.2% | -32.2% | -60.4% |
| 3Y | +1,264.0% | -37.5% | +1,301.4% | +1,278.0% |
| All | +8.5% | +6.0% | +2.5% | +5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling