-10.8%
QBTS vs LSCC
+134.7%
-145.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -8.6% | -4.2% | -9.4% |
| 7D | -21.7% | -4.8% | -16.9% | -20.1% |
| 30D | -42.7% | -27.1% | -15.6% | -35.1% |
| 3M | -57.7% | -23.6% | -34.1% | -53.3% |
| 6M | -58.0% | -19.8% | -38.2% | -54.1% |
| YTD | -65.4% | +33.2% | -98.6% | -68.9% |
| 1Y | -70.8% | +55.2% | -126.1% | -75.0% |
| 3Y | +930.8% | +70.1% | +860.6% | +747.4% |
| 5Y | -7.8% | +19.5% | -27.4% | -19.7% |
| All | -10.8% | +134.7% | -145.5% | -24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling