+70.4%
QBTS vs LUNR
+48.7%
+21.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.7% | +1.1% |
| 7D | +1.3% | -3.1% | +4.4% | +1.8% |
| 30D | -19.0% | -15.3% | -3.7% | -17.2% |
| 3M | -29.5% | -53.2% | +23.7% | -22.6% |
| 6M | -11.2% | -22.2% | +11.1% | -8.2% |
| YTD | -35.8% | -11.6% | -24.2% | -34.7% |
| 1Y | +1.7% | +68.4% | -66.7% | -2.2% |
| 3Y | +1,470.1% | +216.8% | +1,253.3% | +1,392.4% |
| All | +70.4% | +48.7% | +21.7% | +99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 LUNR 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