+100.5%
IOVA vs LH
+86.7%
+13.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -0.9% |
| 7D | -8.5% | +4.8% | -13.3% | -11.5% |
| 30D | -44.7% | +18.8% | -63.5% | -52.0% |
| 3M | +26.2% | +15.7% | +10.6% | +11.9% |
| 6M | +123.2% | +46.7% | +76.5% | +62.4% |
| YTD | +196.0% | +48.9% | +147.0% | +108.7% |
| 1Y | +240.9% | +43.5% | +197.5% | +149.4% |
| All | +100.5% | +86.7% | +13.8% | -8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling