+1,500.0%
QBTS vs LMT
+34.6%
+1,465.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.9% | -2.9% |
| 7D | +3.8% | -1.3% | +5.2% | +3.9% |
| 30D | -15.2% | -12.5% | -2.7% | -14.4% |
| 3M | -27.2% | -0.5% | -26.8% | -27.2% |
| 6M | -10.1% | -20.0% | +9.9% | -8.2% |
| YTD | -34.5% | +10.4% | -44.9% | -34.6% |
| 1Y | +6.0% | +17.7% | -11.7% | +6.0% |
| All | +1,500.0% | +34.6% | +1,465.4% | +1,487.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT 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 LMT 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