+13.0%
QBTS vs LCID
-96.4%
+109.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +9.4% | -2.0% | +5.1% |
| 7D | +13.7% | +20.0% | -6.3% | +9.1% |
| 30D | -21.3% | -5.0% | -16.3% | -20.3% |
| 3M | -44.7% | -48.9% | +4.1% | -35.4% |
| 6M | -49.2% | -43.2% | -6.0% | -44.3% |
| YTD | -56.1% | -65.9% | +9.8% | -46.0% |
| 1Y | -61.1% | -79.2% | +18.0% | -46.4% |
| 3Y | +1,511.0% | -90.4% | +1,601.4% | +2,371.6% |
| 5Y | +16.6% | -99.2% | +115.8% | +94.2% |
| All | +13.0% | -96.4% | +109.4% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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