+70.1%
QBTS vs LCID
-97.7%
+167.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.2% | -1.9% |
| 7D | -2.4% | -6.6% | +4.2% | -0.5% |
| 30D | -22.5% | -30.1% | +7.7% | -14.0% |
| 3M | -40.0% | -17.6% | -22.4% | -39.9% |
| 6M | -12.3% | -54.4% | +42.1% | +4.4% |
| YTD | -36.6% | -55.7% | +19.1% | -23.7% |
| 1Y | +8.4% | -71.0% | +79.5% | +48.7% |
| 3Y | +1,380.4% | -92.6% | +1,473.0% | +2,467.2% |
| All | +70.1% | -97.7% | +167.7% | +200.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling