+265.9%
IONQ vs LHX
+52.9%
+213.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.9% |
| 7D | +0.8% | -2.0% | +2.8% | +1.6% |
| 30D | -1.0% | -9.9% | +8.9% | +2.9% |
| 3M | -39.8% | -16.5% | -23.3% | -36.2% |
| 6M | +6.4% | -29.6% | +36.0% | +21.9% |
| YTD | -11.9% | -11.6% | -0.4% | -8.2% |
| 1Y | -6.2% | -4.1% | -2.1% | -5.6% |
| 3Y | +125.7% | +53.3% | +72.4% | +94.3% |
| 5Y | +296.0% | +22.3% | +273.7% | +245.8% |
| All | +265.9% | +52.9% | +213.0% | +198.1% |
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