-2.4%
QBTS vs LTH
+180.7%
-183.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.2% | -5.0% | -3.4% |
| 7D | -10.5% | -1.3% | -9.2% | -10.2% |
| 30D | -20.5% | +15.7% | -36.2% | -23.9% |
| 3M | -54.3% | +5.0% | -59.2% | -55.1% |
| 6M | -55.4% | +37.7% | -93.1% | -59.8% |
| YTD | -63.4% | +75.0% | -138.5% | -69.2% |
| 1Y | -59.1% | +82.6% | -141.8% | -66.0% |
| 3Y | +1,216.8% | +241.3% | +975.5% | +795.9% |
| 5Y | -2.6% | +135.4% | -138.1% | -29.0% |
| All | -2.4% | +180.7% | -183.2% | -28.8% |
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