-5.8%
QBTS vs LSCC
+169.0%
-174.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.5% | +2.6% | -0.6% |
| 7D | -10.5% | +7.0% | -17.5% | -13.0% |
| 30D | -20.5% | -2.3% | -18.2% | -20.0% |
| 3M | -54.3% | -12.5% | -41.7% | -52.1% |
| 6M | -55.4% | -10.6% | -44.8% | -53.4% |
| YTD | -63.4% | +52.7% | -116.1% | -68.8% |
| 1Y | -59.1% | +74.0% | -133.1% | -66.6% |
| 3Y | +1,216.8% | +104.8% | +1,112.0% | +918.9% |
| 5Y | -2.6% | +36.2% | -38.9% | -19.5% |
| All | -5.8% | +169.0% | -174.8% | -24.8% |
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