+37.2%
IONQ vs LDOS
+52.0%
-14.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.1% | -10.6% | -10.6% |
| 7D | -16.7% | -3.7% | -13.0% | -15.4% |
| 30D | -38.9% | +16.4% | -55.3% | -44.7% |
| 3M | -33.8% | +7.4% | -41.2% | -37.5% |
| 6M | -44.9% | -0.3% | -44.6% | -45.9% |
| YTD | -41.1% | -24.0% | -17.1% | -31.1% |
| 1Y | -52.3% | -29.6% | -22.7% | -41.1% |
| 3Y | +128.2% | +35.1% | +93.1% | +79.4% |
| 5Y | +37.2% | +52.9% | -15.8% | +0.3% |
| All | +37.2% | +52.0% | -14.8% | +0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling