+63.3%
QBTS vs LNG
+403.1%
-339.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | -2.4% | +3.4% | -5.8% | -2.8% |
| 30D | -22.5% | +14.9% | -37.4% | -23.8% |
| 3M | -40.0% | +21.4% | -61.4% | -41.9% |
| 6M | -12.3% | +17.8% | -30.1% | -15.4% |
| YTD | -36.6% | +51.3% | -87.9% | -42.1% |
| 1Y | +8.4% | +24.4% | -16.0% | +3.1% |
| 3Y | +1,380.4% | +79.7% | +1,300.7% | +1,221.1% |
| 5Y | +69.7% | +241.3% | -171.6% | +47.9% |
| All | +63.3% | +403.1% | -339.8% | +37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling