+69.0%
QBTS vs LUNR
+51.5%
+17.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.5% | -2.4% |
| 7D | -1.0% | -0.5% | -0.4% | -0.9% |
| 30D | -17.6% | -11.3% | -6.4% | -16.3% |
| 3M | -28.3% | -44.9% | +16.6% | -22.9% |
| 6M | -11.2% | -17.3% | +6.1% | -8.9% |
| YTD | -36.3% | -9.9% | -26.4% | -35.4% |
| 1Y | +3.9% | +76.1% | -72.3% | -0.6% |
| 3Y | +1,728.8% | +240.0% | +1,488.8% | +1,634.1% |
| All | +69.0% | +51.5% | +17.5% | +96.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling