+562.5%
LITE vs QBTS
-2.5%
+565.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.8% | -1.6% | -4.2% |
| 7D | +10.8% | -10.5% | +21.3% | +12.1% |
| 30D | -33.4% | -20.5% | -12.9% | -31.7% |
| 3M | -32.2% | -54.3% | +22.0% | -26.8% |
| 6M | -42.1% | -55.4% | +13.3% | -37.6% |
| YTD | +61.9% | -63.4% | +125.3% | +75.2% |
| 1Y | +163.0% | -59.1% | +222.1% | +181.7% |
| 3Y | +1,358.0% | +1,216.8% | +141.2% | +1,041.3% |
| All | +562.5% | -2.5% | +565.0% | +350.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling