+281.4%
IONQ vs LHX
+18.8%
+262.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.1% | -3.7% | -4.9% |
| 7D | +1.3% | -3.7% | +5.0% | +2.9% |
| 30D | -10.3% | -13.2% | +2.8% | -5.1% |
| 3M | -32.7% | -18.4% | -14.4% | -27.7% |
| 6M | +6.3% | -32.0% | +38.3% | +24.6% |
| YTD | -15.0% | -13.6% | -1.4% | -10.4% |
| 1Y | -13.3% | -6.0% | -7.4% | -12.2% |
| 3Y | +97.2% | +57.9% | +39.3% | +66.3% |
| All | +281.4% | +18.8% | +262.6% | +210.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling