+5.2%
QBTS vs LDOS
+37.8%
-32.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -2.3% | +20.3% | +19.1% |
| 7D | +0.3% | -7.2% | +7.5% | +3.6% |
| 30D | -29.8% | +16.8% | -46.7% | -36.0% |
| 3M | -45.0% | -1.6% | -43.4% | -45.3% |
| 6M | -55.2% | -1.0% | -54.2% | -56.0% |
| YTD | -59.2% | -25.8% | -33.4% | -52.6% |
| 1Y | -62.4% | -31.1% | -31.3% | -54.2% |
| 3Y | +1,264.0% | +32.8% | +1,231.2% | +1,052.6% |
| 5Y | +8.8% | +49.4% | -40.6% | -13.1% |
| All | +5.2% | +37.8% | -32.6% | -16.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling