-5.8%
QBTS vs LEN
+30.5%
-36.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.9% | -2.9% |
| 7D | -10.5% | -5.8% | -4.7% | -9.5% |
| 30D | -20.5% | +13.7% | -34.2% | -22.5% |
| 3M | -54.3% | -3.9% | -50.4% | -54.2% |
| 6M | -55.4% | -0.4% | -55.0% | -55.6% |
| YTD | -63.4% | -16.8% | -46.6% | -62.9% |
| 1Y | -59.1% | -29.5% | -29.6% | -57.8% |
| 3Y | +1,216.8% | -25.6% | +1,242.4% | +1,276.0% |
| 5Y | -2.6% | -13.2% | +10.6% | +7.1% |
| All | -5.8% | +30.5% | -36.3% | +1.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling