+1,216.8%
QBTS vs LH
+86.5%
+1,130.3%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.4% | -2.6% |
| 7D | -10.5% | +1.1% | -11.6% | -10.9% |
| 30D | -20.5% | +16.7% | -37.3% | -25.8% |
| 3M | -54.3% | +15.1% | -69.4% | -57.1% |
| 6M | -55.4% | +46.3% | -101.7% | -63.1% |
| YTD | -63.4% | +48.8% | -112.2% | -70.2% |
| 1Y | -59.1% | +39.7% | -98.8% | -65.5% |
| 3Y | +1,216.8% | +87.0% | +1,129.8% | +645.6% |
| All | +1,216.8% | +86.5% | +1,130.3% | +645.6% |
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