+521.8%
LITE vs QBTS
+4.2%
+517.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +18.0% | -12.3% | +3.8% |
| 7D | -35.9% | +0.3% | -36.2% | -35.8% |
| 30D | -51.5% | -29.8% | -21.7% | -49.7% |
| 3M | -35.7% | -45.0% | +9.2% | -31.9% |
| 6M | -43.0% | -55.2% | +12.2% | -38.7% |
| YTD | +46.1% | -59.2% | +105.3% | +56.3% |
| 1Y | +124.7% | -62.4% | +187.1% | +141.2% |
| 3Y | +1,172.1% | +1,264.0% | -91.9% | +887.5% |
| 5Y | +477.0% | +8.8% | +468.3% | +307.5% |
| All | +521.8% | +4.2% | +517.6% | +356.9% |
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