+765.4%
LHX vs IOVA
-92.6%
+858.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.2% |
| 7D | +4.8% | -3.5% | +8.3% | +4.8% |
| 30D | +14.7% | -45.4% | +60.1% | +15.4% |
| 3M | -5.1% | +19.0% | -24.2% | -5.7% |
| 6M | -9.9% | +112.0% | -121.9% | -11.4% |
| YTD | -6.1% | +184.2% | -190.3% | -8.2% |
| 1Y | -4.0% | +222.0% | -226.0% | -6.3% |
| 3Y | +56.9% | +92.6% | -35.6% | +52.2% |
| 5Y | +36.6% | -63.2% | +99.8% | +33.9% |
| 10Y | +217.5% | +2.1% | +215.4% | +205.1% |
| All | +765.4% | -92.6% | +858.0% | +709.7% |
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