+874.0%
LII vs IOVA
-92.3%
+966.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.9% | -5.8% | -2.0% |
| 7D | -0.6% | -5.2% | +4.6% | -0.5% |
| 30D | -4.6% | -37.8% | +33.2% | -4.0% |
| 3M | -21.2% | +29.5% | -50.7% | -22.0% |
| 6M | -36.4% | +96.6% | -133.0% | -37.8% |
| YTD | -28.9% | +194.5% | -223.4% | -31.3% |
| 1Y | -29.5% | +248.1% | -277.6% | -32.1% |
| 3Y | -8.6% | +86.1% | -94.7% | -12.1% |
| 5Y | +20.2% | -67.8% | +88.0% | +17.3% |
| 10Y | +166.2% | +38.6% | +127.6% | +153.4% |
| All | +874.0% | -92.3% | +966.3% | +779.4% |
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