+74.1%
QBTS vs LII
+49.2%
+24.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.4% | +7.9% | +7.1% |
| 7D | +6.8% | +2.1% | +4.7% | +5.9% |
| 30D | -14.9% | -12.4% | -2.5% | -10.4% |
| 3M | -31.6% | -24.8% | -6.8% | -24.2% |
| 6M | -4.9% | -25.2% | +20.2% | +5.1% |
| YTD | -32.4% | -20.3% | -12.2% | -27.7% |
| 1Y | +14.6% | -32.9% | +47.5% | +31.6% |
| 3Y | +1,839.6% | +2.0% | +1,837.6% | +1,983.0% |
| 5Y | +81.2% | +24.4% | +56.8% | +99.5% |
| All | +74.1% | +49.2% | +24.9% | +94.0% |
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