-16.0%
IONQ vs LHX
-6.7%
-9.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.2% |
| 7D | -5.6% | -4.8% | -0.8% | -4.1% |
| 30D | -15.2% | -12.7% | -2.4% | -11.7% |
| 3M | -34.9% | -17.6% | -17.3% | -31.5% |
| 6M | +4.9% | -30.7% | +35.6% | +25.4% |
| YTD | -17.9% | -14.3% | -3.5% | -13.1% |
| 1Y | -16.0% | -8.4% | -7.6% | +7.7% |
| All | -16.0% | -6.7% | -9.3% | +7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling