+45.7%
IONQ vs LMT
+100.7%
-54.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.3% | -5.1% | -6.3% |
| 7D | -11.5% | +5.1% | -16.6% | -11.8% |
| 30D | -8.1% | +14.1% | -22.2% | -9.3% |
| 3M | -35.8% | +0.3% | -36.1% | -35.8% |
| 6M | -47.7% | +16.1% | -63.8% | -48.6% |
| YTD | -35.6% | +25.5% | -61.1% | -37.6% |
| 1Y | -36.4% | +34.1% | -70.5% | -38.9% |
| 3Y | +150.0% | +45.1% | +105.0% | +137.4% |
| All | +45.7% | +100.7% | -54.9% | +38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling