+65.5%
QBTS vs LYV
+138.8%
-73.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +1.3% | -1.9% | +3.3% | +1.9% |
| 30D | -19.0% | -8.2% | -10.8% | -16.9% |
| 3M | -29.5% | -1.3% | -28.2% | -29.3% |
| 6M | -11.2% | +2.6% | -13.8% | -12.0% |
| YTD | -35.8% | +19.4% | -55.2% | -39.2% |
| 1Y | +1.7% | -2.2% | +3.9% | +1.2% |
| 3Y | +1,470.1% | +106.0% | +1,364.1% | +1,214.3% |
| 5Y | +72.3% | +97.7% | -25.4% | +43.8% |
| All | +65.5% | +138.8% | -73.3% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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