+49.6%
LNT vs IOVA
+50.0%
-0.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +2.0% | +1.0% |
| 7D | +1.0% | +5.1% | -4.1% | +0.9% |
| 30D | -1.1% | +37.2% | -38.3% | -1.8% |
| 3M | -3.6% | +117.5% | -121.1% | -5.5% |
| 6M | -2.7% | +69.6% | -72.2% | -4.2% |
| YTD | +8.0% | +218.7% | -210.7% | +4.3% |
| 1Y | +10.5% | +265.5% | -255.1% | +6.0% |
| 3Y | +49.6% | +46.2% | +3.3% | +35.8% |
| All | +49.6% | +50.0% | -0.4% | +35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling