+17.0%
QBTS vs LTH
+183.0%
-165.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.5% | +7.9% | +7.5% |
| 7D | +13.7% | +7.0% | +6.7% | +11.3% |
| 30D | -21.3% | +15.4% | -36.7% | -24.6% |
| 3M | -44.7% | +7.0% | -51.8% | -46.1% |
| 6M | -49.2% | +46.9% | -96.0% | -55.1% |
| YTD | -56.1% | +76.4% | -132.5% | -63.2% |
| 1Y | -61.1% | +83.7% | -144.9% | -67.8% |
| 3Y | +1,511.0% | +248.9% | +1,262.1% | +989.6% |
| 5Y | +16.6% | +141.8% | -125.3% | -15.2% |
| All | +17.0% | +183.0% | -165.9% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 10y: compounded portfolio wealth divided by compounded LTH 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…
10y analysis · Full analysis span regression · 6 months rolling