+1,355.6%
QBTS vs LSCC
+101.3%
+1,254.2%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -2.3% | -6.3% | -7.2% |
| 7D | +1.1% | +5.0% | -4.0% | -1.1% |
| 30D | -28.1% | -11.7% | -16.3% | -22.6% |
| 3M | -48.1% | -13.3% | -34.8% | -44.2% |
| 6M | -53.6% | -12.5% | -41.0% | -50.2% |
| YTD | -59.9% | +51.2% | -111.1% | -69.8% |
| 1Y | -64.3% | +65.9% | -130.2% | -74.4% |
| 3Y | +1,355.6% | +95.3% | +1,260.2% | +779.9% |
| All | +1,355.6% | +101.3% | +1,254.2% | +779.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling