+488.4%
LITE vs QBTS
-11.7%
+500.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -12.8% | -5.9% | -17.4% |
| 7D | -44.6% | -21.7% | -22.9% | -43.0% |
| 30D | -55.0% | -42.7% | -12.3% | -52.3% |
| 3M | -38.3% | -57.7% | +19.4% | -32.9% |
| 6M | -48.8% | -58.0% | +9.2% | -44.4% |
| YTD | +38.3% | -65.4% | +103.7% | +50.6% |
| 1Y | +119.0% | -70.8% | +189.8% | +140.6% |
| 3Y | +1,092.0% | +930.8% | +161.3% | +845.3% |
| 5Y | +446.1% | -7.8% | +453.9% | +292.4% |
| All | +488.4% | -11.7% | +500.1% | +340.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling