+63.3%
QBTS vs LNT
+58.6%
+4.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | -22.5% | -3.2% | -19.3% | -22.9% |
| 3M | -40.0% | -4.1% | -35.9% | -40.4% |
| 6M | -12.3% | -4.6% | -7.8% | -12.9% |
| YTD | -36.6% | +7.0% | -43.6% | -35.7% |
| 1Y | +8.4% | +8.3% | +0.1% | +10.2% |
| 3Y | +1,380.4% | +51.0% | +1,329.4% | +1,499.1% |
| 5Y | +69.7% | +30.2% | +39.5% | +81.6% |
| All | +63.3% | +58.6% | +4.7% | +75.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling