+64.1%
QBTS vs LYFT
-68.7%
+132.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -2.9% |
| 7D | -1.0% | -13.1% | +12.1% | +3.5% |
| 30D | -17.6% | -14.4% | -3.3% | -13.7% |
| 3M | -28.3% | +12.2% | -40.5% | -31.1% |
| 6M | -11.2% | +13.4% | -24.6% | -14.5% |
| YTD | -36.3% | -22.5% | -13.8% | -31.5% |
| 1Y | +3.9% | -20.8% | +24.6% | +11.2% |
| 3Y | +1,728.8% | +38.8% | +1,689.9% | +1,583.8% |
| 5Y | +70.9% | -70.0% | +140.8% | +58.6% |
| All | +64.1% | -68.7% | +132.9% | +50.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling