+8.5%
QBTS vs LBRT
+25.1%
-16.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.3% | -1.7% | +0.7% |
| 7D | +2.6% | -1.9% | +4.5% | +3.5% |
| 30D | -22.5% | -32.0% | +9.5% | -14.4% |
| 3M | -47.4% | -39.7% | -7.7% | -40.2% |
| 6M | -55.7% | -61.1% | +5.4% | -44.4% |
| YTD | -59.3% | -29.4% | -29.9% | -57.4% |
| 1Y | -63.3% | -24.5% | -38.8% | -62.1% |
| 3Y | +1,379.2% | -28.1% | +1,407.3% | +1,351.7% |
| All | +8.5% | +25.1% | -16.7% | +3.6% |
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