+63.3%
QBTS vs LVS
-17.6%
+80.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | -2.4% | -1.5% | -0.9% | -2.1% |
| 30D | -22.5% | -3.2% | -19.3% | -22.0% |
| 3M | -40.0% | -12.0% | -28.0% | -38.5% |
| 6M | -12.3% | -19.9% | +7.6% | -8.4% |
| YTD | -36.6% | -30.6% | -6.0% | -32.1% |
| 1Y | +8.4% | -17.7% | +26.2% | +12.5% |
| 3Y | +1,380.4% | -14.2% | +1,394.6% | +1,373.9% |
| 5Y | +69.7% | +9.6% | +60.1% | +63.8% |
| All | +63.3% | -17.6% | +80.9% | +58.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling