+70.9%
QBTS vs LMT
+73.4%
-2.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -2.7% |
| 7D | -1.0% | -0.5% | -0.4% | -0.9% |
| 30D | -17.6% | -10.8% | -6.9% | -17.4% |
| 3M | -28.3% | +1.6% | -29.9% | -28.4% |
| 6M | -11.2% | -17.6% | +6.4% | -10.7% |
| YTD | -36.3% | +11.6% | -47.9% | -36.1% |
| 1Y | +3.9% | +17.2% | -13.4% | +4.4% |
| 3Y | +1,728.8% | +35.7% | +1,693.0% | +1,753.2% |
| 5Y | +70.9% | +75.2% | -4.3% | +83.3% |
| All | +70.9% | +73.4% | -2.5% | +83.3% |
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