+63.3%
QBTS vs LMT
+73.1%
-9.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.4% |
| 7D | -2.4% | -6.3% | +3.9% | -2.3% |
| 30D | -22.5% | -8.5% | -14.0% | -22.3% |
| 3M | -40.0% | +1.8% | -41.8% | -40.1% |
| 6M | -12.3% | -19.9% | +7.6% | -11.8% |
| YTD | -36.6% | +10.6% | -47.2% | -36.5% |
| 1Y | +8.4% | +17.9% | -9.5% | +8.9% |
| 3Y | +1,380.4% | +27.0% | +1,353.4% | +1,390.2% |
| 5Y | +69.7% | +68.7% | +1.0% | +78.3% |
| All | +63.3% | +73.1% | -9.7% | +71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling