+546.5%
LNT vs IOVA
-91.6%
+638.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.1% | 0.0% |
| 7D | -0.1% | +9.7% | -9.8% | -0.1% |
| 30D | -3.2% | +102.5% | -105.7% | -3.6% |
| 3M | -4.1% | +100.7% | -104.8% | -4.5% |
| 6M | -4.6% | +106.3% | -110.9% | -5.1% |
| YTD | +7.0% | +222.0% | -215.0% | +6.1% |
| 1Y | +8.3% | +299.5% | -291.3% | +7.2% |
| 3Y | +51.0% | +42.9% | +8.1% | +49.6% |
| 5Y | +30.2% | -65.0% | +95.1% | +29.3% |
| 10Y | +143.6% | +10.3% | +133.3% | +141.3% |
| All | +546.5% | -91.6% | +638.2% | +528.4% |
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