-65.1%
QBTS vs LEN
-21.9%
-43.2%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.1% | -7.0% | -1.6% |
| 7D | -11.8% | +10.5% | -22.3% | -14.4% |
| 30D | -33.6% | +24.6% | -58.3% | -37.9% |
| 3M | -52.5% | +6.6% | -59.1% | -53.5% |
| 6M | -50.4% | +10.6% | -61.0% | -51.8% |
| YTD | -60.3% | -8.3% | -52.0% | -63.1% |
| 1Y | -65.1% | -22.5% | -42.6% | -69.7% |
| All | -65.1% | -21.9% | -43.2% | -69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling