+63.3%
QBTS vs LII
+51.3%
+12.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.9% |
| 7D | -2.4% | -0.7% | -1.7% | -2.2% |
| 30D | -22.5% | -12.6% | -9.9% | -18.2% |
| 3M | -40.0% | -24.4% | -15.6% | -33.6% |
| 6M | -12.3% | -28.7% | +16.4% | -1.1% |
| YTD | -36.6% | -19.1% | -17.5% | -32.5% |
| 1Y | +8.4% | -29.7% | +38.1% | +22.3% |
| 3Y | +1,380.4% | +4.8% | +1,375.6% | +1,481.0% |
| 5Y | +69.7% | +24.6% | +45.1% | +85.8% |
| All | +63.3% | +51.3% | +12.1% | +81.1% |
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