+46.2%
IOVA vs LH
+64.5%
-18.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.5% |
| 7D | +5.1% | -0.8% | +5.9% | +5.8% |
| 30D | +37.2% | +2.0% | +35.2% | +35.2% |
| 3M | +117.5% | +24.3% | +93.2% | +82.6% |
| 6M | +69.6% | +21.1% | +48.5% | +45.9% |
| YTD | +218.7% | +30.4% | +188.2% | +152.6% |
| 1Y | +265.5% | +18.4% | +247.2% | +216.9% |
| 3Y | +46.2% | +65.5% | -19.2% | -9.3% |
| All | +46.2% | +64.5% | -18.3% | -9.3% |
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