+75.4%
QBTS vs LNT
+31.1%
+44.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -3.3% |
| 7D | +3.8% | +0.2% | +3.6% | +3.8% |
| 30D | -15.2% | -0.5% | -14.7% | -15.3% |
| 3M | -27.2% | -5.5% | -21.7% | -28.0% |
| 6M | -10.1% | -3.8% | -6.3% | -10.6% |
| YTD | -34.5% | +6.8% | -41.4% | -33.6% |
| 1Y | +6.0% | +9.3% | -3.3% | +8.1% |
| 3Y | +1,779.3% | +47.9% | +1,731.3% | +1,931.0% |
| 5Y | +75.4% | +31.6% | +43.8% | +89.1% |
| All | +75.4% | +31.1% | +44.3% | +89.1% |
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