+70.9%
QBTS vs LNG
+229.3%
-158.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.8% |
| 7D | -1.0% | -4.5% | +3.5% | -0.6% |
| 30D | -17.6% | +4.7% | -22.3% | -18.3% |
| 3M | -28.3% | +15.1% | -43.5% | -30.4% |
| 6M | -11.2% | +13.6% | -24.8% | -14.5% |
| YTD | -36.3% | +44.0% | -80.2% | -42.2% |
| 1Y | +3.9% | +18.4% | -14.5% | -1.3% |
| 3Y | +1,728.8% | +75.9% | +1,652.9% | +1,511.5% |
| 5Y | +70.9% | +231.7% | -160.8% | +50.6% |
| All | +70.9% | +229.3% | -158.4% | +50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling