+1.7%
QBTS vs LYV
-0.4%
+2.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +1.3% | -1.9% | +3.3% | +1.8% |
| 30D | -19.0% | -8.2% | -10.8% | -17.2% |
| 3M | -29.5% | -1.3% | -28.2% | -29.1% |
| 6M | -11.2% | +2.6% | -13.8% | -13.1% |
| YTD | -35.8% | +19.4% | -55.2% | -37.5% |
| 1Y | +1.7% | -2.2% | +3.9% | -14.1% |
| All | +1.7% | -0.4% | +2.1% | -14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling