+5.2%
QBTS vs LII
+33.0%
-27.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -2.0% | +20.0% | +18.8% |
| 7D | +0.3% | -0.6% | +0.9% | +0.4% |
| 30D | -29.8% | -4.6% | -25.2% | -28.8% |
| 3M | -45.0% | -21.2% | -23.7% | -39.8% |
| 6M | -55.2% | -36.4% | -18.7% | -47.0% |
| YTD | -59.2% | -28.9% | -30.2% | -54.4% |
| 1Y | -62.4% | -29.5% | -32.9% | -57.8% |
| 3Y | +1,264.0% | -8.6% | +1,272.6% | +1,429.9% |
| 5Y | +8.8% | +20.2% | -11.4% | +25.0% |
| All | +5.2% | +33.0% | -27.7% | +22.3% |
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