+70.2%
QBTS vs LSCC
+82.7%
-12.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -2.3% |
| 7D | -2.4% | +1.3% | -3.7% | -3.0% |
| 30D | -22.5% | -9.7% | -12.8% | -19.0% |
| 3M | -40.0% | -23.7% | -16.3% | -32.3% |
| 6M | -12.3% | +26.5% | -38.8% | -19.8% |
| YTD | -36.6% | +57.5% | -94.1% | -47.4% |
| 1Y | +8.4% | +75.7% | -67.2% | -13.0% |
| 3Y | +1,380.4% | +19.5% | +1,360.9% | +1,114.1% |
| All | +70.2% | +82.7% | -12.5% | +35.2% |
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 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