-65.1%
QBTS vs LVS
-31.5%
-33.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.5% | -6.4% | -3.0% |
| 7D | -11.8% | +13.4% | -25.2% | -17.4% |
| 30D | -33.6% | +12.2% | -45.8% | -37.5% |
| 3M | -52.5% | -10.7% | -41.7% | -49.2% |
| 6M | -50.4% | -19.8% | -30.6% | -44.0% |
| YTD | -60.3% | -35.8% | -24.5% | -50.2% |
| 1Y | -65.1% | -31.8% | -33.3% | -57.7% |
| All | -65.1% | -31.5% | -33.6% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 1y: compounded portfolio wealth divided by compounded LVS 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…
1y analysis · Full analysis span regression · 6 months rolling