-3.1%
QBTS vs LH
+121.2%
-124.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | 0.0% | -7.6% | -7.6% |
| 7D | +8.7% | +2.5% | +6.2% | +8.0% |
| 30D | -26.5% | +18.7% | -45.2% | -30.2% |
| 3M | -52.6% | +15.3% | -67.9% | -54.6% |
| 6M | -56.0% | +45.4% | -101.4% | -61.0% |
| YTD | -62.4% | +49.5% | -111.9% | -67.1% |
| 1Y | -62.7% | +41.4% | -104.1% | -66.8% |
| 3Y | +1,266.7% | +87.6% | +1,179.0% | +1,029.3% |
| 5Y | +0.2% | +53.8% | -53.6% | -16.4% |
| All | -3.1% | +121.2% | -124.3% | -19.7% |
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