+4.9%
QBTS vs LII
+36.4%
-31.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.3% |
| 7D | +2.6% | -2.3% | +4.9% | +3.6% |
| 30D | -22.5% | -1.7% | -20.8% | -22.2% |
| 3M | -47.4% | -18.3% | -29.1% | -43.2% |
| 6M | -55.7% | -32.3% | -23.4% | -48.9% |
| YTD | -59.3% | -27.1% | -32.2% | -55.0% |
| 1Y | -63.3% | -27.2% | -36.1% | -59.3% |
| 3Y | +1,379.2% | -8.9% | +1,388.1% | +1,547.1% |
| 5Y | +8.3% | +19.7% | -11.3% | +23.3% |
| All | +4.9% | +36.4% | -31.4% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling