+173.5%
IONQ vs LDOS
+39.1%
+134.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -36.2% |
| 3M | -29.2% | +4.2% | -33.4% | -31.5% |
| 6M | -35.4% | -8.2% | -27.2% | -33.6% |
| YTD | -34.2% | -24.1% | -10.1% | -24.5% |
| 1Y | -44.7% | -31.2% | -13.4% | -32.7% |
| 3Y | +155.1% | +35.0% | +120.1% | +115.9% |
| 5Y | +79.8% | +52.6% | +27.2% | +43.4% |
| All | +173.5% | +39.1% | +134.4% | +121.9% |
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