+265.9%
IONQ vs LCID
-95.3%
+361.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.5% | +0.7% |
| 7D | +0.8% | -6.6% | +7.4% | +3.2% |
| 30D | -1.0% | -30.1% | +29.1% | +12.3% |
| 3M | -39.8% | -17.6% | -22.2% | -39.9% |
| 6M | +6.4% | -54.4% | +60.9% | +29.5% |
| YTD | -11.9% | -55.7% | +43.8% | +8.2% |
| 1Y | -6.2% | -71.0% | +64.9% | +34.2% |
| 3Y | +125.7% | -92.6% | +218.3% | +372.5% |
| 5Y | +296.0% | -97.6% | +393.6% | +1,203.0% |
| All | +265.9% | -95.3% | +361.3% | +955.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling