+91.9%
IONQ vs LCID
-99.1%
+191.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.7% | -5.7% | -3.1% |
| 7D | +16.7% | +24.8% | -8.2% | +5.8% |
| 30D | -12.3% | -0.5% | -11.8% | -12.2% |
| 3M | -17.7% | -43.0% | +25.2% | +4.8% |
| 6M | -28.9% | -40.5% | +11.6% | -19.2% |
| YTD | -22.0% | -64.3% | +42.3% | +9.7% |
| 1Y | -36.8% | -78.1% | +41.2% | +12.6% |
| 3Y | +228.2% | -90.1% | +318.3% | +602.7% |
| 5Y | +91.9% | -99.1% | +191.0% | +1,373.0% |
| All | +91.9% | -99.1% | +191.0% | +1,373.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling