Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • QBTS vs LCID✓SelectedUSD · LCIDQBTS vs LCID performance historyLatest closeAs of-1.43%09/04
Stock and ETF performance explorer

QBTS vs LCID

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,558.0%
LCID return
-92.2%
Excess return
+1,650.2%
Maximum drawdown
-71.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 3y.

Portfolio and benchmark returns by period
PeriodPortfolioLCIDExcessAlpha
1D-1.4%+1.7%-3.2%-2.2%
7D-2.4%-6.6%+4.2%+0.4%
30D-22.5%-30.1%+7.7%-9.8%
3M-40.0%-17.6%-22.4%-40.7%
6M-12.3%-54.4%+42.1%+13.6%
YTD-36.6%-55.7%+19.1%-16.8%
1Y+8.4%-71.0%+79.5%+75.5%
All+1,558.0%-92.2%+1,650.2%+4,012.5%

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