+214.7%
IONQ vs LCID
-90.9%
+305.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +9.4% | -1.1% | +4.9% |
| 7D | +25.5% | +20.0% | +5.5% | +17.8% |
| 30D | -11.4% | -5.0% | -6.4% | -9.7% |
| 3M | -20.5% | -48.9% | +28.4% | +0.1% |
| 6M | -28.2% | -43.2% | +15.0% | -18.3% |
| YTD | -21.2% | -65.9% | +44.7% | +7.7% |
| 1Y | -40.4% | -79.2% | +38.8% | -0.8% |
| 3Y | +214.7% | -90.4% | +305.1% | +514.2% |
| All | +214.7% | -90.9% | +305.6% | +514.2% |
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