+241.1%
IONQ vs LHX
+48.1%
+193.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.1% |
| 7D | -5.6% | -4.8% | -0.8% | -3.8% |
| 30D | -15.2% | -12.7% | -2.4% | -10.7% |
| 3M | -34.9% | -17.6% | -17.3% | -30.6% |
| 6M | +4.9% | -30.7% | +35.6% | +20.8% |
| YTD | -17.9% | -14.3% | -3.5% | -13.4% |
| 1Y | -16.0% | -8.4% | -7.6% | -13.9% |
| 3Y | +90.5% | +56.7% | +33.8% | +63.5% |
| 5Y | +268.4% | +18.5% | +249.9% | +225.8% |
| All | +241.1% | +48.1% | +193.0% | +181.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 10y: compounded portfolio wealth divided by compounded LHX 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…
10y analysis · Full analysis span regression · 6 months rolling