-10.8%
QBTS vs LII
+35.6%
-46.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -2.8% | -10.0% | -11.7% |
| 7D | -21.7% | +0.2% | -21.9% | -21.7% |
| 30D | -42.7% | -4.6% | -38.1% | -41.7% |
| 3M | -57.7% | -21.7% | -36.0% | -53.5% |
| 6M | -58.0% | -32.8% | -25.2% | -51.3% |
| YTD | -65.4% | -27.5% | -37.9% | -61.6% |
| 1Y | -70.8% | -28.0% | -42.8% | -67.5% |
| 3Y | +930.8% | -7.2% | +938.0% | +1,049.1% |
| 5Y | -7.8% | +22.6% | -30.4% | +5.2% |
| All | -10.8% | +35.6% | -46.5% | +3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling