+63.3%
QBTS vs LH
+94.3%
-30.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.0% |
| 7D | -2.4% | -2.5% | 0.0% | -1.6% |
| 30D | -22.5% | +4.3% | -26.8% | -23.5% |
| 3M | -40.0% | +25.5% | -65.5% | -44.4% |
| 6M | -12.3% | +17.0% | -29.3% | -16.7% |
| YTD | -36.6% | +31.3% | -67.9% | -42.2% |
| 1Y | +8.4% | +20.0% | -11.5% | +1.6% |
| 3Y | +1,380.4% | +63.9% | +1,316.5% | +1,175.1% |
| 5Y | +69.7% | +30.9% | +38.8% | +47.7% |
| All | +63.3% | +94.3% | -30.9% | +41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling