-65.1%
QBTS vs LHX
-8.3%
-56.8%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.5% | +6.6% | +2.0% |
| 7D | -11.8% | -0.3% | -11.5% | -12.0% |
| 30D | -33.6% | +9.7% | -43.3% | -36.3% |
| 3M | -52.5% | -8.5% | -43.9% | -50.8% |
| 6M | -50.4% | -15.1% | -35.3% | -47.4% |
| YTD | -60.3% | -10.4% | -49.9% | -64.6% |
| 1Y | -65.1% | -9.3% | -55.8% | -69.3% |
| All | -65.1% | -8.3% | -56.8% | -69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 1y: compounded portfolio wealth divided by compounded LHX 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…
1y analysis · Full analysis span regression · 6 months rolling