+68.7%
QBTS vs LCID
-95.7%
+164.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -7.8% | +4.7% | -1.3% |
| 7D | +3.8% | -9.3% | +13.2% | +6.1% |
| 30D | -15.2% | -35.4% | +20.2% | -6.2% |
| 3M | -27.2% | -17.1% | -10.1% | -27.2% |
| 6M | -10.1% | -58.9% | +48.9% | +5.7% |
| YTD | -34.5% | -59.6% | +25.1% | -22.7% |
| 1Y | +6.0% | -78.0% | +84.0% | +43.8% |
| 3Y | +1,779.3% | -92.7% | +1,871.9% | +2,788.1% |
| 5Y | +75.4% | -97.8% | +173.3% | +174.8% |
| All | +68.7% | -95.7% | +164.4% | +157.6% |
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