+75.4%
QBTS vs LH
+28.2%
+47.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -2.0% | -2.7% |
| 7D | +3.8% | -3.2% | +7.0% | +5.0% |
| 30D | -15.2% | +0.1% | -15.4% | -15.3% |
| 3M | -27.2% | +18.6% | -45.8% | -31.5% |
| 6M | -10.1% | +17.9% | -28.0% | -15.4% |
| YTD | -34.5% | +28.9% | -63.5% | -40.6% |
| 1Y | +6.0% | +16.6% | -10.6% | -0.4% |
| 3Y | +1,779.3% | +63.6% | +1,715.7% | +1,495.8% |
| 5Y | +75.4% | +30.0% | +45.4% | +49.7% |
| All | +75.4% | +28.2% | +47.2% | +49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling