+222.0%
LHX vs IOVA
+9.7%
+212.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.7% | -6.8% | -1.3% |
| 7D | -4.3% | -2.2% | -2.1% | -4.2% |
| 30D | -15.1% | +27.6% | -42.7% | -16.0% |
| 3M | -21.0% | +117.2% | -138.1% | -23.8% |
| 6M | -32.0% | +77.7% | -109.7% | -34.1% |
| YTD | -15.3% | +215.0% | -230.3% | -20.1% |
| 1Y | -11.1% | +255.4% | -266.4% | -16.8% |
| 3Y | +54.0% | +42.6% | +11.4% | +43.0% |
| 5Y | +17.1% | -62.2% | +79.3% | +12.1% |
| All | +222.0% | +9.7% | +212.3% | +179.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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