-2.9%
QBTS vs LNT
+55.9%
-58.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.4% | -2.7% |
| 7D | -10.5% | +1.0% | -11.5% | -10.3% |
| 30D | -20.5% | +9.6% | -30.1% | -18.7% |
| 3M | -54.3% | +5.4% | -59.7% | -53.5% |
| 6M | -55.4% | +3.1% | -58.5% | -54.9% |
| YTD | -63.4% | +16.5% | -79.9% | -62.0% |
| 1Y | -59.1% | +12.3% | -71.4% | -57.8% |
| 3Y | +1,216.8% | +70.3% | +1,146.5% | +1,398.7% |
| All | -2.9% | +55.9% | -58.9% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling