-5.8%
QBTS vs LVS
-24.3%
+18.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.7% | -5.5% | -3.4% |
| 7D | -10.5% | -0.8% | -9.7% | -10.4% |
| 30D | -20.5% | +10.0% | -30.5% | -22.2% |
| 3M | -54.3% | -11.0% | -43.2% | -53.3% |
| 6M | -55.4% | -20.1% | -35.3% | -53.5% |
| YTD | -63.4% | -36.3% | -27.1% | -60.2% |
| 1Y | -59.1% | -36.8% | -22.3% | -55.5% |
| 3Y | +1,216.8% | -9.5% | +1,226.3% | +1,210.8% |
| 5Y | -2.6% | +9.3% | -12.0% | -4.8% |
| All | -5.8% | -24.3% | +18.5% | -7.4% |
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