+253.1%
IONQ vs LMT
+72.6%
+180.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.2% | -3.6% | -5.5% |
| 7D | +1.3% | -1.3% | +2.7% | +1.5% |
| 30D | -10.3% | -12.5% | +2.2% | -9.0% |
| 3M | -32.7% | -0.5% | -32.3% | -32.7% |
| 6M | +6.3% | -20.0% | +26.4% | +9.5% |
| YTD | -15.0% | +10.4% | -25.4% | -16.5% |
| 1Y | -13.3% | +17.7% | -31.0% | -15.5% |
| 3Y | +97.2% | +34.3% | +62.9% | +88.3% |
| 5Y | +278.7% | +71.8% | +206.9% | +244.7% |
| All | +253.1% | +72.6% | +180.6% | +237.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT 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 LMT 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