+163.5%
IONQ vs LDOS
+35.2%
+128.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.9% |
| 7D | -8.9% | -2.8% | -6.1% | -8.1% |
| 30D | -31.3% | +13.6% | -44.8% | -36.6% |
| 3M | -29.2% | +4.2% | -33.4% | -31.7% |
| 6M | -35.4% | -8.2% | -27.2% | -32.6% |
| YTD | -34.2% | -24.1% | -10.1% | -21.8% |
| 1Y | -44.7% | -31.2% | -13.4% | -29.4% |
| All | +163.5% | +35.2% | +128.3% | +83.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling