+6.3%
IOVA vs LH
+185.6%
-179.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.4% |
| 7D | -2.2% | -3.2% | +1.0% | -0.2% |
| 30D | +31.7% | +0.1% | +31.6% | +31.7% |
| 3M | +117.3% | +18.6% | +98.6% | +94.7% |
| 6M | +55.8% | +17.9% | +37.9% | +40.2% |
| YTD | +208.8% | +28.9% | +179.9% | +160.5% |
| 1Y | +255.7% | +16.6% | +239.1% | +219.7% |
| 3Y | +41.7% | +63.6% | -21.9% | +4.1% |
| 5Y | -64.9% | +30.0% | -94.9% | -71.6% |
| 10Y | +6.3% | +191.9% | -185.6% | -53.9% |
| All | +6.3% | +185.6% | -179.3% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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