-2.9%
QBTS vs LII
+17.0%
-19.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -4.0% | -3.3% |
| 7D | -10.5% | +2.9% | -13.4% | -11.5% |
| 30D | -20.5% | +0.9% | -21.4% | -21.2% |
| 3M | -54.3% | -15.5% | -38.7% | -51.0% |
| 6M | -55.4% | -30.2% | -25.2% | -48.7% |
| YTD | -63.4% | -26.8% | -36.6% | -59.4% |
| 1Y | -59.1% | -25.3% | -33.9% | -55.0% |
| 3Y | +1,216.8% | -7.8% | +1,224.6% | +1,361.8% |
| All | -2.9% | +17.0% | -19.9% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling