+79.2%
QBTS vs LUNR
+62.5%
+16.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +5.9% | +0.7% | +5.8% |
| 7D | +6.8% | +6.5% | +0.3% | +6.0% |
| 30D | -14.9% | -4.4% | -10.5% | -14.3% |
| 3M | -31.6% | -47.3% | +15.7% | -26.1% |
| 6M | -4.9% | -11.1% | +6.1% | -3.4% |
| YTD | -32.4% | -3.4% | -29.0% | -32.0% |
| 1Y | +14.6% | +85.8% | -71.2% | +8.9% |
| 3Y | +1,839.6% | +264.7% | +1,575.0% | +1,723.2% |
| All | +79.2% | +62.5% | +16.7% | +107.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling