+1,055.8%
QBTS vs LDOS
+35.4%
+1,020.4%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +0.1% | -12.9% | -12.9% |
| 7D | -21.7% | -3.7% | -18.0% | -20.5% |
| 30D | -42.7% | +16.4% | -59.1% | -47.7% |
| 3M | -57.7% | +7.4% | -65.1% | -60.1% |
| 6M | -58.0% | -0.3% | -57.7% | -58.5% |
| YTD | -65.4% | -24.0% | -41.4% | -58.8% |
| 1Y | -70.8% | -29.6% | -41.3% | -63.3% |
| All | +1,055.8% | +35.4% | +1,020.4% | +447.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling