-60.9%
QBTS vs LSCC
+73.4%
-134.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +8.4% | -1.0% | +1.9% |
| 7D | +13.7% | +19.3% | -5.7% | +2.2% |
| 30D | -21.3% | -9.6% | -11.6% | -16.4% |
| 3M | -44.7% | -12.4% | -32.3% | -40.8% |
| 6M | -49.2% | -10.5% | -38.7% | -46.3% |
| YTD | -56.1% | +54.8% | -110.9% | -71.7% |
| All | -60.9% | +73.4% | -134.4% | -77.2% |
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 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