+65.5%
QBTS vs LUV
-7.1%
+72.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.3% |
| 7D | +1.3% | -1.0% | +2.3% | +1.6% |
| 30D | -19.0% | -12.4% | -6.6% | -14.7% |
| 3M | -29.5% | -11.0% | -18.5% | -26.1% |
| 6M | -11.2% | -5.0% | -6.2% | -9.3% |
| YTD | -35.8% | -3.8% | -32.0% | -35.9% |
| 1Y | +1.7% | +25.9% | -24.2% | -8.6% |
| 3Y | +1,470.1% | +42.2% | +1,427.9% | +1,201.5% |
| 5Y | +72.3% | -10.8% | +83.1% | +47.3% |
| All | +65.5% | -7.1% | +72.6% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LUV.
Daily Out/Under-Performance
Portfolio return minus LUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUV 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 LUV 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