+1,216.8%
QBTS vs LEN
-25.9%
+1,242.7%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.9% | -2.9% |
| 7D | -10.5% | -5.8% | -4.7% | -8.5% |
| 30D | -20.5% | +13.7% | -34.2% | -24.6% |
| 3M | -54.3% | -3.9% | -50.4% | -54.0% |
| 6M | -55.4% | -0.4% | -55.0% | -55.8% |
| YTD | -63.4% | -16.8% | -46.6% | -62.4% |
| 1Y | -59.1% | -29.5% | -29.6% | -55.9% |
| 3Y | +1,216.8% | -25.6% | +1,242.4% | +780.9% |
| All | +1,216.8% | -25.9% | +1,242.7% | +780.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling