+72.0%
QBTS vs LHX
+16.3%
+55.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +2.0% | +1.1% |
| 7D | +1.3% | -4.3% | +5.6% | +2.5% |
| 30D | -19.0% | -15.1% | -3.9% | -15.4% |
| 3M | -29.5% | -21.0% | -8.5% | -25.3% |
| 6M | -11.2% | -32.0% | +20.8% | -1.2% |
| YTD | -35.8% | -15.3% | -20.4% | -32.8% |
| 1Y | +1.7% | -11.1% | +12.7% | +5.2% |
| 3Y | +1,470.1% | +54.0% | +1,416.1% | +1,311.2% |
| All | +72.0% | +16.3% | +55.7% | +53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling