+74.1%
QBTS vs LVS
-18.3%
+92.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.9% | +7.5% | +6.8% |
| 7D | +6.8% | +0.3% | +6.5% | +6.7% |
| 30D | -14.9% | -3.9% | -11.0% | -14.2% |
| 3M | -31.6% | -12.9% | -18.7% | -29.8% |
| 6M | -4.9% | -16.9% | +12.0% | -1.3% |
| YTD | -32.4% | -31.2% | -1.2% | -27.5% |
| 1Y | +14.6% | -16.4% | +31.0% | +18.6% |
| 3Y | +1,839.6% | -4.4% | +1,844.1% | +1,808.8% |
| 5Y | +81.2% | +6.7% | +74.6% | +75.4% |
| All | +74.1% | -18.3% | +92.4% | +68.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling