-5.8%
QBTS vs LDOS
+35.6%
-41.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.6% |
| 7D | -10.5% | -1.6% | -8.9% | -9.7% |
| 30D | -20.5% | +8.2% | -28.8% | -24.4% |
| 3M | -54.3% | -8.2% | -46.1% | -52.8% |
| 6M | -55.4% | +5.8% | -61.2% | -58.0% |
| YTD | -63.4% | -27.0% | -36.5% | -57.2% |
| 1Y | -59.1% | -31.0% | -28.1% | -50.4% |
| 3Y | +1,216.8% | +29.3% | +1,187.5% | +1,027.1% |
| 5Y | -2.6% | +48.7% | -51.4% | -21.6% |
| All | -5.8% | +35.6% | -41.4% | -24.3% |
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