+588.2%
LITE vs QBTS
+11.9%
+576.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +7.4% | +3.3% | +9.9% |
| 7D | -12.9% | +13.7% | -26.6% | -13.9% |
| 30D | -46.0% | -21.3% | -24.7% | -44.5% |
| 3M | -33.0% | -44.7% | +11.7% | -29.0% |
| 6M | -34.0% | -49.2% | +15.1% | -29.9% |
| YTD | +61.7% | -56.1% | +117.9% | +71.9% |
| 1Y | +148.3% | -61.1% | +209.4% | +165.4% |
| 3Y | +1,408.5% | +1,511.0% | -102.5% | +1,058.6% |
| 5Y | +546.2% | +16.6% | +529.6% | +353.2% |
| All | +588.2% | +11.9% | +576.3% | +402.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QBTS.
Daily Out/Under-Performance
Portfolio return minus QBTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QBTS 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 QBTS 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