+3.3%
QBTS vs LSCC
+166.3%
-163.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -2.3% | -6.3% | -7.7% |
| 7D | +1.1% | +5.0% | -4.0% | -0.3% |
| 30D | -28.1% | -11.7% | -16.3% | -24.3% |
| 3M | -48.1% | -13.3% | -34.8% | -45.3% |
| 6M | -53.6% | -12.5% | -41.0% | -50.9% |
| YTD | -59.9% | +51.2% | -111.1% | -65.6% |
| 1Y | -64.3% | +65.9% | -130.2% | -70.3% |
| 3Y | +1,355.6% | +95.3% | +1,260.2% | +1,038.7% |
| 5Y | +6.6% | +38.6% | -32.0% | -11.4% |
| All | +3.3% | +166.3% | -163.1% | -17.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling