+68.7%
QBTS vs LHX
+50.3%
+18.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.0% | -2.6% |
| 7D | +3.8% | -3.7% | +7.5% | +4.8% |
| 30D | -15.2% | -13.2% | -2.1% | -12.2% |
| 3M | -27.2% | -18.4% | -8.9% | -23.8% |
| 6M | -10.1% | -32.0% | +21.9% | -0.6% |
| YTD | -34.5% | -13.6% | -20.9% | -32.1% |
| 1Y | +6.0% | -6.0% | +12.0% | +8.1% |
| 3Y | +1,779.3% | +57.9% | +1,721.3% | +1,596.3% |
| 5Y | +75.4% | +19.2% | +56.2% | +58.4% |
| All | +68.7% | +50.3% | +18.4% | +48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling