-67.4%
IOVA vs LTH
+156.3%
-223.7%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.7% | -0.4% |
| 7D | +5.1% | +1.5% | +3.5% | +4.5% |
| 30D | +37.2% | -3.1% | +40.3% | +38.5% |
| 3M | +117.5% | +28.1% | +89.4% | +93.5% |
| 6M | +69.6% | +67.4% | +2.2% | +34.3% |
| YTD | +218.7% | +59.8% | +158.9% | +154.8% |
| 1Y | +265.5% | +45.6% | +220.0% | +203.5% |
| 3Y | +46.2% | +162.0% | -115.8% | -2.7% |
| All | -67.4% | +156.3% | -223.7% | -79.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling