-44.7%
IONQ vs LDOS
-27.6%
-17.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.8% |
| 7D | -8.9% | -2.8% | -6.1% | -8.4% |
| 30D | -31.3% | +13.6% | -44.8% | -35.6% |
| 3M | -29.2% | +4.2% | -33.4% | -31.1% |
| 6M | -35.4% | -8.2% | -27.2% | -29.5% |
| YTD | -34.2% | -24.1% | -10.1% | -20.6% |
| 1Y | -44.7% | -31.2% | -13.4% | -17.6% |
| All | -44.7% | -27.6% | -17.0% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 1y: compounded portfolio wealth divided by compounded LDOS 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…
1y analysis · Full analysis span regression · 6 months rolling