The paper reports results from an experimental study quantifying how latency affects the playing accuracy of two continuous sound instruments. 11 subjects played a conventional Theremin and a virtual reality Theremin. Both instruments provided the user only audio feedback. The subjects performed two tasks under different instrument latencies. They attempted to match the pitch of the instrument to a sample pitch and they played along a short sample melody and a metronome. Both the sample sound and the instrument’s sound were recorded on different channels of a sound file. Later the pitch of the sounds was extracted and user performance analyzed. The results show that the time required to match a given pitch degrades about five times the introduced latency suggesting that the feedback latency cumulates over the whole task. Errors while playing along a sample melody increased 80% by average on the highest latency of 240ms. Latencies until 120ms increased the errors only slightly.