+80.3%
QBTS vs LTH
+156.3%
-76.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.8% | +8.3% | +7.1% |
| 7D | +6.8% | +1.5% | +5.3% | +6.3% |
| 30D | -14.9% | -3.1% | -11.8% | -14.3% |
| 3M | -31.6% | +28.1% | -59.7% | -36.8% |
| 6M | -4.9% | +67.4% | -72.4% | -18.6% |
| YTD | -32.4% | +59.8% | -92.2% | -41.4% |
| 1Y | +14.6% | +45.6% | -31.0% | +1.3% |
| 3Y | +1,839.6% | +162.0% | +1,677.6% | +1,304.3% |
| All | +80.3% | +156.3% | -76.0% | +35.5% |
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