+75.4%
QBTS vs LEN
-10.6%
+86.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.2% |
| 7D | +3.8% | -3.4% | +7.2% | +4.4% |
| 30D | -15.2% | -5.7% | -9.6% | -14.4% |
| 3M | -27.2% | -12.2% | -15.0% | -25.6% |
| 6M | -10.1% | -18.3% | +8.2% | -7.4% |
| YTD | -34.5% | -20.2% | -14.3% | -32.8% |
| 1Y | +6.0% | -40.1% | +46.1% | +13.1% |
| 3Y | +1,779.3% | -26.2% | +1,805.4% | +1,890.7% |
| 5Y | +75.4% | -9.8% | +85.2% | +103.1% |
| All | +75.4% | -10.6% | +86.0% | +103.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling