-62.4%
QBTS vs LSCC
+68.2%
-130.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +7.1% | +10.9% | +13.5% |
| 7D | +0.3% | +13.0% | -12.7% | -6.6% |
| 30D | -29.8% | -19.8% | -10.0% | -19.7% |
| 3M | -45.0% | -18.4% | -26.6% | -38.3% |
| 6M | -55.2% | -16.1% | -39.1% | -50.5% |
| YTD | -59.2% | +42.7% | -101.9% | -71.6% |
| 1Y | -62.4% | +68.0% | -130.4% | -78.4% |
| All | -62.4% | +68.2% | -130.5% | -78.4% |
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