+63.3%
QBTS vs LEN
+29.6%
+33.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.3% |
| 7D | -2.4% | -3.2% | +0.8% | -1.9% |
| 30D | -22.5% | -4.9% | -17.6% | -21.8% |
| 3M | -40.0% | -8.5% | -31.5% | -39.2% |
| 6M | -12.3% | -20.7% | +8.3% | -9.8% |
| YTD | -36.6% | -17.4% | -19.2% | -35.4% |
| 1Y | +8.4% | -38.2% | +46.7% | +14.3% |
| 3Y | +1,380.4% | -24.9% | +1,405.2% | +1,446.0% |
| 5Y | +69.7% | -11.4% | +81.1% | +87.4% |
| All | +63.3% | +29.6% | +33.8% | +76.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling