+167.4%
IONQ vs LCID
-97.1%
+264.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -9.2% | +2.8% | -3.0% |
| 7D | -11.5% | -10.2% | -1.3% | -7.8% |
| 30D | -8.1% | -10.2% | +2.1% | -4.4% |
| 3M | -35.8% | -54.1% | +18.3% | -15.2% |
| 6M | -47.7% | -53.8% | +6.0% | -35.6% |
| YTD | -35.6% | -72.0% | +36.4% | -6.7% |
| 1Y | -36.4% | -80.5% | +44.1% | +5.5% |
| 3Y | +150.0% | -92.6% | +242.6% | +422.5% |
| 5Y | +43.3% | -99.3% | +142.7% | +500.0% |
| All | +167.4% | -97.1% | +264.5% | +810.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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