+714.9%
LHX vs IOVA
-91.6%
+806.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -1.7% |
| 7D | -2.0% | +9.7% | -11.7% | -2.1% |
| 30D | -9.9% | +102.5% | -112.5% | -10.9% |
| 3M | -16.5% | +100.7% | -117.2% | -17.5% |
| 6M | -29.6% | +106.3% | -135.9% | -30.6% |
| YTD | -11.6% | +222.0% | -233.5% | -13.4% |
| 1Y | -4.1% | +299.5% | -303.6% | -6.5% |
| 3Y | +53.3% | +42.9% | +10.3% | +49.6% |
| 5Y | +22.3% | -65.0% | +87.2% | +20.3% |
| 10Y | +231.9% | +10.3% | +221.6% | +219.5% |
| All | +714.9% | -91.6% | +806.5% | +663.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling