+299.5%
IOVA vs LTH
+54.1%
+245.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | +9.7% | -0.6% | +10.4% | +9.7% |
| 30D | +102.5% | -4.6% | +107.1% | +102.5% |
| 3M | +100.7% | +32.8% | +67.9% | +84.1% |
| 6M | +106.3% | +64.6% | +41.7% | +79.8% |
| YTD | +222.0% | +62.6% | +159.3% | +176.6% |
| 1Y | +299.5% | +49.9% | +249.6% | +311.7% |
| All | +299.5% | +54.1% | +245.4% | +311.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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