+227.2%
IONQ vs LMT
+93.5%
+133.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.7% | +4.6% | +8.0% |
| 7D | +25.5% | -8.5% | +34.0% | +26.4% |
| 30D | -11.4% | +15.4% | -26.8% | -12.8% |
| 3M | -20.5% | +0.7% | -21.1% | -20.5% |
| 6M | -28.2% | +17.6% | -45.8% | -29.7% |
| YTD | -21.2% | +23.8% | -45.1% | -23.6% |
| 1Y | -40.4% | +31.6% | -72.0% | -42.6% |
| 3Y | +214.7% | +44.0% | +170.7% | +198.6% |
| 5Y | +56.9% | +98.8% | -42.0% | +42.4% |
| All | +227.2% | +93.5% | +133.7% | +209.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling