+1,486.2%
LSCC vs IOVA
+5.1%
+1,481.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.1% | +10.2% | +10.3% |
| 7D | +14.5% | -7.0% | +21.5% | +15.8% |
| 30D | -0.1% | -44.4% | +44.4% | +7.6% |
| 3M | -2.7% | +24.7% | -27.3% | -8.5% |
| 6M | -4.8% | +118.6% | -123.4% | -19.9% |
| YTD | +66.9% | +196.3% | -129.5% | +30.4% |
| 1Y | +85.8% | +205.3% | -119.4% | +43.7% |
| 3Y | +115.6% | +103.8% | +11.8% | +54.0% |
| 5Y | +48.8% | -65.6% | +114.4% | +28.4% |
| All | +1,486.2% | +5.1% | +1,481.1% | +1,018.4% |
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 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