+65.5%
QBTS vs LVS
-20.4%
+85.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | +1.3% | -3.5% | +4.8% | +2.1% |
| 30D | -19.0% | -6.2% | -12.8% | -17.9% |
| 3M | -29.5% | -14.8% | -14.6% | -27.2% |
| 6M | -11.2% | -20.9% | +9.7% | -6.9% |
| YTD | -35.8% | -33.0% | -2.7% | -30.7% |
| 1Y | +1.7% | -20.0% | +21.7% | +6.1% |
| 3Y | +1,470.1% | -6.9% | +1,477.0% | +1,453.6% |
| 5Y | +72.3% | +9.1% | +63.2% | +67.4% |
| All | +65.5% | -20.4% | +85.9% | +61.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling