+64.1%
QBTS vs LNT
+57.0%
+7.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.9% |
| 7D | -1.0% | -1.1% | +0.2% | -1.2% |
| 30D | -17.6% | -1.9% | -15.7% | -17.9% |
| 3M | -28.3% | -7.2% | -21.2% | -29.3% |
| 6M | -11.2% | -3.9% | -7.3% | -11.7% |
| YTD | -36.3% | +5.9% | -42.2% | -35.6% |
| 1Y | +3.9% | +8.4% | -4.5% | +5.5% |
| 3Y | +1,728.8% | +46.6% | +1,682.2% | +1,854.3% |
| 5Y | +70.9% | +32.4% | +38.4% | +82.6% |
| All | +64.1% | +57.0% | +7.2% | +75.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling