-59.1%
QBTS vs LSCC
+72.6%
-131.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.5% | +2.6% | +0.6% |
| 7D | -10.5% | +7.0% | -17.5% | -14.4% |
| 30D | -20.5% | -2.3% | -18.2% | -20.1% |
| 3M | -54.3% | -12.5% | -41.7% | -51.1% |
| 6M | -55.4% | -10.6% | -44.8% | -52.9% |
| YTD | -63.4% | +52.7% | -116.1% | -75.4% |
| 1Y | -59.1% | +74.0% | -133.1% | -75.7% |
| All | -59.1% | +72.6% | -131.8% | -75.7% |
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