+74.7%
QBTS vs LTH
+152.0%
-77.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.4% | -2.6% |
| 7D | +3.8% | -4.0% | +7.8% | +5.0% |
| 30D | -15.2% | -1.7% | -13.5% | -15.0% |
| 3M | -27.2% | +28.0% | -55.2% | -32.7% |
| 6M | -10.1% | +54.1% | -64.1% | -21.2% |
| YTD | -34.5% | +57.1% | -91.6% | -43.0% |
| 1Y | +6.0% | +45.8% | -39.8% | -6.3% |
| 3Y | +1,779.3% | +157.6% | +1,621.7% | +1,267.5% |
| All | +74.7% | +152.0% | -77.3% | +32.0% |
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