+603.8%
LNT vs IOVA
-92.6%
+696.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.5% |
| 7D | +1.0% | -3.5% | +4.5% | +1.1% |
| 30D | +9.6% | -45.4% | +55.0% | +9.9% |
| 3M | +5.4% | +19.0% | -13.6% | +5.2% |
| 6M | +3.1% | +112.0% | -108.9% | +2.5% |
| YTD | +16.5% | +184.2% | -167.8% | +15.5% |
| 1Y | +12.3% | +222.0% | -209.7% | +11.2% |
| 3Y | +70.3% | +92.6% | -22.2% | +68.4% |
| 5Y | +56.4% | -63.2% | +119.6% | +55.2% |
| 10Y | +184.3% | +2.1% | +182.2% | +181.4% |
| All | +603.8% | -92.6% | +696.4% | +583.7% |
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