+8.5%
QBTS vs LSCC
+26.3%
-17.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +7.1% | +10.9% | +14.8% |
| 7D | +0.3% | +13.0% | -12.7% | -4.7% |
| 30D | -29.8% | -19.8% | -10.0% | -22.6% |
| 3M | -45.0% | -18.4% | -26.6% | -40.2% |
| 6M | -55.2% | -16.1% | -39.1% | -51.5% |
| YTD | -59.2% | +42.7% | -101.9% | -65.0% |
| 1Y | -62.4% | +68.0% | -130.4% | -69.7% |
| 3Y | +1,264.0% | +85.8% | +1,178.1% | +947.9% |
| All | +8.5% | +26.3% | -17.8% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling