-2.9%
QBTS vs LMT
+100.7%
-103.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.8% |
| 7D | -10.5% | +5.1% | -15.6% | -10.5% |
| 30D | -20.5% | +14.1% | -34.7% | -20.6% |
| 3M | -54.3% | +0.3% | -54.5% | -54.1% |
| 6M | -55.4% | +16.1% | -71.5% | -55.5% |
| YTD | -63.4% | +25.5% | -88.9% | -63.3% |
| 1Y | -59.1% | +34.1% | -93.3% | -58.9% |
| 3Y | +1,216.8% | +45.1% | +1,171.7% | +1,238.0% |
| All | -2.9% | +100.7% | -103.6% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling