+69.2%
QBTS vs LTH
+160.9%
-91.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.8% | -1.5% |
| 7D | -2.4% | -0.6% | -1.8% | -2.3% |
| 30D | -22.5% | -4.6% | -17.9% | -21.5% |
| 3M | -40.0% | +32.8% | -72.8% | -45.1% |
| 6M | -12.3% | +64.6% | -76.9% | -24.6% |
| YTD | -36.6% | +62.6% | -99.2% | -45.3% |
| 1Y | +8.4% | +49.9% | -41.5% | -4.9% |
| 3Y | +1,380.4% | +151.3% | +1,229.0% | +979.6% |
| All | +69.2% | +160.9% | -91.7% | +26.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling