+63.3%
QBTS vs LDOS
+37.8%
+25.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.7% |
| 7D | -2.4% | -5.4% | +3.0% | +0.4% |
| 30D | -22.5% | +4.9% | -27.4% | -25.1% |
| 3M | -40.0% | +7.2% | -47.2% | -43.1% |
| 6M | -12.3% | -24.2% | +11.9% | +1.7% |
| YTD | -36.6% | -25.8% | -10.8% | -25.5% |
| 1Y | +8.4% | -24.7% | +33.1% | +27.2% |
| 3Y | +1,380.4% | +39.3% | +1,341.1% | +1,139.9% |
| 5Y | +69.7% | +43.3% | +26.4% | +37.6% |
| All | +63.3% | +37.8% | +25.6% | +31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling