+13.0%
QBTS vs LSCC
+172.7%
-159.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +8.4% | -1.0% | +3.9% |
| 7D | +13.7% | +19.3% | -5.7% | +6.3% |
| 30D | -21.3% | -9.6% | -11.6% | -18.0% |
| 3M | -44.7% | -12.4% | -32.3% | -42.1% |
| 6M | -49.2% | -10.5% | -38.7% | -46.8% |
| YTD | -56.1% | +54.8% | -110.9% | -62.8% |
| 1Y | -61.1% | +79.4% | -140.5% | -68.5% |
| 3Y | +1,511.0% | +109.6% | +1,401.4% | +1,138.5% |
| 5Y | +16.6% | +40.4% | -23.8% | -4.1% |
| All | +13.0% | +172.7% | -159.7% | -10.2% |
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