+1,500.0%
QBTS vs LNT
+48.2%
+1,451.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -3.1% |
| 7D | +3.8% | +0.2% | +3.6% | +3.8% |
| 30D | -15.2% | -0.5% | -14.7% | -15.2% |
| 3M | -27.2% | -5.5% | -21.7% | -27.2% |
| 6M | -10.1% | -3.8% | -6.3% | -10.2% |
| YTD | -34.5% | +6.8% | -41.4% | -35.8% |
| 1Y | +6.0% | +9.3% | -3.3% | +3.5% |
| All | +1,500.0% | +48.2% | +1,451.8% | +1,134.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling