+55.8%
LHX vs IOVA
+36.1%
+19.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.7% |
| 7D | -4.8% | -6.4% | +1.6% | -4.7% |
| 30D | -12.7% | +25.4% | -38.2% | -13.3% |
| 3M | -17.6% | +115.3% | -133.0% | -19.5% |
| 6M | -30.7% | +56.5% | -87.3% | -31.9% |
| YTD | -14.3% | +198.2% | -212.5% | -17.3% |
| 1Y | -8.4% | +242.0% | -250.4% | -12.0% |
| All | +55.8% | +36.1% | +19.7% | +48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling