-52.3%
IONQ vs LDOS
-31.3%
-21.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.1% | -10.6% | -10.6% |
| 7D | -16.7% | -3.7% | -13.0% | -15.9% |
| 30D | -38.9% | +16.4% | -55.3% | -43.6% |
| 3M | -33.8% | +7.4% | -41.2% | -36.6% |
| 6M | -44.9% | -0.3% | -44.6% | -43.2% |
| YTD | -41.1% | -24.0% | -17.1% | -29.3% |
| 1Y | -52.3% | -29.6% | -22.7% | -29.1% |
| All | -52.3% | -31.3% | -21.0% | -29.1% |
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