+167.4%
IONQ vs LHX
+62.4%
+105.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.2% | -6.6% | -6.5% |
| 7D | -11.5% | +4.8% | -16.3% | -12.9% |
| 30D | -8.1% | +14.7% | -22.8% | -12.9% |
| 3M | -35.8% | -5.1% | -30.7% | -34.7% |
| 6M | -47.7% | -9.9% | -37.8% | -46.4% |
| YTD | -35.6% | -6.1% | -29.6% | -34.6% |
| 1Y | -36.4% | -4.0% | -32.4% | -35.9% |
| 3Y | +150.0% | +56.9% | +93.1% | +111.9% |
| 5Y | +43.3% | +36.6% | +6.7% | +23.4% |
| All | +167.4% | +62.4% | +105.0% | +112.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling