+1,470.1%
QBTS vs LHX
+54.0%
+1,416.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +2.0% | +1.2% |
| 7D | +1.3% | -4.3% | +5.6% | +2.9% |
| 30D | -19.0% | -15.1% | -3.9% | -14.4% |
| 3M | -29.5% | -21.0% | -8.5% | -24.0% |
| 6M | -11.2% | -32.0% | +20.8% | +2.8% |
| YTD | -35.8% | -15.3% | -20.4% | -32.0% |
| 1Y | +1.7% | -11.1% | +12.7% | +6.2% |
| 3Y | +1,470.1% | +54.0% | +1,416.1% | +1,007.1% |
| All | +1,470.1% | +54.0% | +1,416.1% | +1,007.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 LHX 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