+144.1%
LNT vs IOVA
+3.8%
+140.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.8% |
| 7D | -1.1% | -6.4% | +5.3% | -1.0% |
| 30D | -1.9% | +25.4% | -27.4% | -2.5% |
| 3M | -7.2% | +115.3% | -122.5% | -9.2% |
| 6M | -3.9% | +56.5% | -60.4% | -5.5% |
| YTD | +5.9% | +198.2% | -192.3% | +2.2% |
| 1Y | +8.4% | +242.0% | -233.7% | +4.0% |
| 3Y | +46.6% | +36.8% | +9.8% | +40.2% |
| 5Y | +32.4% | -64.3% | +96.7% | +28.9% |
| All | +144.1% | +3.8% | +140.3% | +136.1% |
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