-65.1%
QBTS vs LNT
+13.9%
-79.0%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | +1.4% |
| 7D | -11.8% | +7.2% | -19.0% | -8.2% |
| 30D | -33.6% | +15.6% | -49.3% | -28.3% |
| 3M | -52.5% | +5.2% | -57.6% | -50.8% |
| 6M | -50.4% | +1.7% | -52.0% | -49.6% |
| YTD | -60.3% | +17.0% | -77.3% | -56.1% |
| 1Y | -65.1% | +14.2% | -79.3% | -61.8% |
| All | -65.1% | +13.9% | -79.0% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 1y: compounded portfolio wealth divided by compounded LNT 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…
1y analysis · Full analysis span regression · 6 months rolling