+240.3%
IONQ vs LYFT
-69.0%
+309.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -1.2% |
| 7D | -7.0% | -8.4% | +1.4% | -3.1% |
| 30D | -18.7% | -7.6% | -11.1% | -15.9% |
| 3M | -36.6% | +11.7% | -48.4% | -40.5% |
| 6M | +7.2% | +15.1% | -7.9% | -0.6% |
| YTD | -18.1% | -20.9% | +2.8% | -9.7% |
| 1Y | -21.9% | -16.4% | -5.5% | -16.7% |
| 3Y | +86.7% | +35.2% | +51.5% | +46.1% |
| 5Y | +267.5% | -69.4% | +336.9% | +332.7% |
| All | +240.3% | -69.0% | +309.3% | +293.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 LYFT 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