+191.0%
IONQ vs LCID
-93.0%
+284.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +10.4% | +13.0% | +19.6% |
| 7D | +8.6% | +8.9% | -0.4% | +5.6% |
| 30D | -21.1% | -15.4% | -5.7% | -16.2% |
| 3M | -17.9% | -52.9% | +35.0% | +6.4% |
| 6M | -37.9% | -46.8% | +8.9% | -27.7% |
| YTD | -27.3% | -68.9% | +41.6% | +2.6% |
| 1Y | -43.2% | -81.7% | +38.5% | -1.1% |
| 3Y | +191.0% | -92.4% | +283.4% | +569.2% |
| All | +191.0% | -93.0% | +284.0% | +569.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling