+64.1%
QBTS vs LH
+82.4%
-18.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.4% | +1.7% | -1.3% |
| 7D | -1.0% | -7.4% | +6.5% | +1.5% |
| 30D | -17.6% | -4.6% | -13.1% | -16.4% |
| 3M | -28.3% | +14.5% | -42.9% | -31.5% |
| 6M | -11.2% | +14.8% | -26.0% | -15.2% |
| YTD | -36.3% | +23.3% | -59.6% | -40.8% |
| 1Y | +3.9% | +13.6% | -9.7% | -1.0% |
| 3Y | +1,728.8% | +56.3% | +1,672.4% | +1,503.3% |
| 5Y | +70.9% | +25.2% | +45.7% | +51.5% |
| All | +64.1% | +82.4% | -18.3% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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