+75.6%
LMT vs IOVA
-63.0%
+138.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.1% |
| 7D | -1.5% | +5.1% | -6.6% | -1.6% |
| 30D | -8.2% | +37.2% | -45.5% | -8.4% |
| 3M | +3.7% | +117.5% | -113.8% | +3.2% |
| 6M | -19.2% | +69.6% | -88.8% | -19.6% |
| YTD | +12.9% | +218.7% | -205.8% | +12.1% |
| 1Y | +19.8% | +265.5% | -245.7% | +18.9% |
| 3Y | +37.3% | +46.2% | -8.9% | +35.9% |
| All | +75.6% | -63.0% | +138.6% | +74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling