+1,255.4%
QBTS vs LII
-9.2%
+1,264.6%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.8% | -6.9% | -7.1% |
| 7D | +8.7% | -0.2% | +8.9% | +8.8% |
| 30D | -26.5% | -0.6% | -25.9% | -26.7% |
| 3M | -52.6% | -17.0% | -35.6% | -47.0% |
| 6M | -56.0% | -31.1% | -24.8% | -46.0% |
| YTD | -62.4% | -27.7% | -34.7% | -56.9% |
| 1Y | -62.7% | -26.2% | -36.6% | -58.0% |
| All | +1,255.4% | -9.2% | +1,264.6% | +888.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling