+602.0%
LNT vs IOVA
-92.3%
+694.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.3% |
| 7D | +1.6% | -8.5% | +10.0% | +1.6% |
| 30D | +12.1% | -44.7% | +56.8% | +12.3% |
| 3M | +8.2% | +26.2% | -18.1% | +7.9% |
| 6M | +3.6% | +123.2% | -119.6% | +3.0% |
| YTD | +16.2% | +196.0% | -179.8% | +15.1% |
| 1Y | +12.8% | +240.9% | -228.1% | +11.7% |
| 3Y | +66.5% | +103.5% | -37.0% | +64.6% |
| 5Y | +53.8% | -65.5% | +119.3% | +52.6% |
| 10Y | +182.5% | +7.0% | +175.5% | +179.6% |
| All | +602.0% | -92.3% | +694.3% | +581.8% |
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 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