+274.7%
IONQ vs LYFT
-67.1%
+341.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.9% | +5.3% | +3.8% |
| 7D | +7.1% | -3.2% | +10.3% | +8.6% |
| 30D | -8.9% | -7.0% | -1.9% | -6.2% |
| 3M | -35.6% | +15.8% | -51.4% | -40.5% |
| 6M | +13.3% | +22.6% | -9.3% | +1.8% |
| YTD | -9.8% | -16.2% | +6.4% | -3.2% |
| 1Y | -1.3% | -8.3% | +7.0% | +0.6% |
| 3Y | +109.3% | +50.1% | +59.2% | +55.9% |
| 5Y | +304.7% | -67.4% | +372.1% | +363.2% |
| All | +274.7% | -67.1% | +341.8% | +320.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling