+255.7%
IOVA vs LH
+16.9%
+238.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.6% |
| 7D | -2.2% | -3.2% | +1.0% | -1.0% |
| 30D | +31.7% | +0.1% | +31.6% | +31.7% |
| 3M | +117.3% | +18.6% | +98.6% | +106.8% |
| 6M | +55.8% | +17.9% | +37.9% | +49.2% |
| YTD | +208.8% | +28.9% | +179.9% | +180.9% |
| 1Y | +255.7% | +16.6% | +239.1% | +252.2% |
| All | +255.7% | +16.9% | +238.8% | +252.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling