-65.1%
QBTS vs LSCC
+57.8%
-122.9%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.7% |
| 7D | -11.8% | +3.0% | -14.8% | -13.7% |
| 30D | -33.6% | -19.3% | -14.4% | -24.8% |
| 3M | -52.5% | -22.3% | -30.2% | -45.4% |
| 6M | -50.4% | -14.6% | -35.8% | -46.2% |
| YTD | -60.3% | +45.8% | -106.1% | -73.1% |
| 1Y | -65.1% | +69.6% | -134.7% | -81.0% |
| All | -65.1% | +57.8% | -122.9% | -81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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