+265.9%
IONQ vs LDOS
+36.0%
+229.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.0% |
| 7D | +0.8% | -5.4% | +6.2% | +3.8% |
| 30D | -1.0% | +4.9% | -5.9% | -3.8% |
| 3M | -39.8% | +7.2% | -47.0% | -42.5% |
| 6M | +6.4% | -24.2% | +30.7% | +23.5% |
| YTD | -11.9% | -25.8% | +13.9% | +3.2% |
| 1Y | -6.2% | -24.7% | +18.6% | +9.4% |
| 3Y | +125.7% | +39.3% | +86.4% | +90.4% |
| 5Y | +296.0% | +43.3% | +252.7% | +222.7% |
| All | +265.9% | +36.0% | +229.9% | +203.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling