+189.0%
LMT vs IOVA
+3.8%
+185.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +1.2% |
| 7D | -0.5% | -6.4% | +5.9% | -0.4% |
| 30D | -10.8% | +25.4% | -36.2% | -11.3% |
| 3M | +1.6% | +115.3% | -113.7% | -0.7% |
| 6M | -17.6% | +56.5% | -74.1% | -19.0% |
| YTD | +11.6% | +198.2% | -186.6% | +7.7% |
| 1Y | +17.2% | +242.0% | -224.8% | +12.5% |
| 3Y | +35.7% | +36.8% | -1.1% | +29.2% |
| 5Y | +75.2% | -64.3% | +139.5% | +71.2% |
| All | +189.0% | +3.8% | +185.2% | +157.2% |
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