-5.8%
QBTS vs LH
+120.2%
-126.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.4% | -2.7% |
| 7D | -10.5% | +1.1% | -11.6% | -10.7% |
| 30D | -20.5% | +16.7% | -37.3% | -24.2% |
| 3M | -54.3% | +15.1% | -69.4% | -56.2% |
| 6M | -55.4% | +46.3% | -101.7% | -60.6% |
| YTD | -63.4% | +48.8% | -112.2% | -67.9% |
| 1Y | -59.1% | +39.7% | -98.8% | -63.4% |
| 3Y | +1,216.8% | +87.0% | +1,129.8% | +989.6% |
| 5Y | -2.6% | +53.0% | -55.7% | -18.7% |
| All | -5.8% | +120.2% | -126.0% | -21.8% |
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