+576.0%
LITE vs QBTS
+2.2%
+573.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -8.6% | +6.9% | -0.9% |
| 7D | -13.9% | +1.1% | -15.0% | -13.9% |
| 30D | -46.9% | -28.1% | -18.9% | -45.0% |
| 3M | -28.0% | -48.1% | +20.1% | -23.3% |
| 6M | -35.2% | -53.6% | +18.4% | -30.5% |
| YTD | +58.9% | -59.9% | +118.8% | +70.3% |
| 1Y | +125.3% | -64.3% | +189.6% | +142.9% |
| 3Y | +1,344.4% | +1,355.6% | -11.1% | +1,019.8% |
| 5Y | +541.2% | +6.6% | +534.5% | +353.7% |
| All | +576.0% | +2.2% | +573.8% | +397.8% |
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