-65.1%
QBTS vs LDOS
-27.6%
-37.5%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.2% |
| 7D | -11.8% | -2.8% | -9.0% | -11.1% |
| 30D | -33.6% | +13.6% | -47.2% | -38.2% |
| 3M | -52.5% | +4.2% | -56.7% | -54.1% |
| 6M | -50.4% | -8.2% | -42.2% | -45.4% |
| YTD | -60.3% | -24.1% | -36.2% | -50.9% |
| 1Y | -65.1% | -31.2% | -33.9% | -45.2% |
| All | -65.1% | -27.6% | -37.5% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 1y: compounded portfolio wealth divided by compounded LDOS 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…
1y analysis · Full analysis span regression · 6 months rolling