+4.9%
QBTS vs LSCC
+193.9%
-189.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +10.4% | -8.7% | -2.6% |
| 7D | +2.6% | +14.5% | -11.9% | -2.5% |
| 30D | -22.5% | -0.1% | -22.4% | -22.6% |
| 3M | -47.4% | -2.7% | -44.7% | -47.2% |
| 6M | -55.7% | -4.8% | -50.9% | -54.9% |
| YTD | -59.3% | +66.9% | -126.1% | -66.5% |
| 1Y | -63.3% | +85.8% | -149.1% | -70.8% |
| 3Y | +1,379.2% | +115.6% | +1,263.6% | +1,009.1% |
| 5Y | +8.3% | +48.8% | -40.5% | -13.6% |
| All | +4.9% | +193.9% | -189.0% | -19.2% |
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