+65.5%
QBTS vs LYFT
-68.1%
+133.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.2% |
| 7D | +1.3% | -8.4% | +9.7% | +4.1% |
| 30D | -19.0% | -7.6% | -11.4% | -17.1% |
| 3M | -29.5% | +11.7% | -41.2% | -32.1% |
| 6M | -11.2% | +15.1% | -26.3% | -14.9% |
| YTD | -35.8% | -20.9% | -14.8% | -31.4% |
| 1Y | +1.7% | -16.4% | +18.1% | +7.2% |
| 3Y | +1,470.1% | +35.2% | +1,434.9% | +1,341.8% |
| 5Y | +72.3% | -69.4% | +141.7% | +58.9% |
| All | +65.5% | -68.1% | +133.6% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 LYFT 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