+1,839.6%
QBTS vs LH
+64.5%
+1,775.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.6% | +7.2% | +6.9% |
| 7D | +6.8% | -0.8% | +7.7% | +7.3% |
| 30D | -14.9% | +2.0% | -16.9% | -15.8% |
| 3M | -31.6% | +24.3% | -55.8% | -39.3% |
| 6M | -4.9% | +21.1% | -26.0% | -14.4% |
| YTD | -32.4% | +30.4% | -62.9% | -42.2% |
| 1Y | +14.6% | +18.4% | -3.8% | +3.6% |
| 3Y | +1,839.6% | +65.5% | +1,774.2% | +1,272.3% |
| All | +1,839.6% | +64.5% | +1,775.1% | +1,272.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling