+64.1%
QBTS vs LEN
+20.8%
+43.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.5% | +0.9% | -2.1% |
| 7D | -1.0% | -7.8% | +6.8% | +0.3% |
| 30D | -17.6% | -11.0% | -6.6% | -16.1% |
| 3M | -28.3% | -12.8% | -15.6% | -26.9% |
| 6M | -11.2% | -20.2% | +9.0% | -8.4% |
| YTD | -36.3% | -23.0% | -13.3% | -34.4% |
| 1Y | +3.9% | -41.8% | +45.7% | +10.6% |
| 3Y | +1,728.8% | -28.8% | +1,757.6% | +1,831.4% |
| 5Y | +70.9% | -12.6% | +83.5% | +90.1% |
| All | +64.1% | +20.8% | +43.4% | +79.1% |
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