-60.4%
IOVA vs LTH
+137.1%
-197.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.4% | +0.9% |
| 7D | -3.5% | -1.3% | -2.2% | -3.0% |
| 30D | -45.4% | +15.7% | -61.1% | -48.9% |
| 3M | +19.0% | +5.0% | +14.0% | +15.2% |
| 6M | +112.0% | +37.7% | +74.3% | +81.2% |
| YTD | +184.2% | +75.0% | +109.2% | +116.9% |
| 1Y | +222.0% | +82.6% | +139.3% | +141.0% |
| 3Y | +92.6% | +241.3% | -148.8% | +16.7% |
| All | -60.4% | +137.1% | -197.5% | -75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling