+65.5%
QBTS vs LNG
+379.6%
-314.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | +1.3% | -4.7% | +6.0% | +1.7% |
| 30D | -19.0% | +3.8% | -22.8% | -19.5% |
| 3M | -29.5% | +16.2% | -45.6% | -31.4% |
| 6M | -11.2% | +11.7% | -22.9% | -13.8% |
| YTD | -35.8% | +44.2% | -80.0% | -41.1% |
| 1Y | +1.7% | +18.6% | -16.9% | -2.9% |
| 3Y | +1,470.1% | +77.4% | +1,392.7% | +1,301.5% |
| 5Y | +72.3% | +232.3% | -160.0% | +50.6% |
| All | +65.5% | +379.6% | -314.1% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 10y: compounded portfolio wealth divided by compounded LNG 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…
10y analysis · Full analysis span regression · 6 months rolling