+1,351.6%
LSCC vs IOVA
+0.8%
+1,350.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.7% | -7.2% | -5.7% |
| 7D | +7.0% | -3.5% | +10.5% | +7.6% |
| 30D | -2.3% | -45.4% | +43.1% | +5.5% |
| 3M | -12.5% | +19.0% | -31.5% | -17.2% |
| 6M | -10.6% | +112.0% | -122.6% | -24.5% |
| YTD | +52.7% | +184.2% | -131.6% | +20.1% |
| 1Y | +74.0% | +222.0% | -148.0% | +33.3% |
| 3Y | +104.8% | +92.6% | +12.2% | +47.6% |
| 5Y | +36.2% | -63.2% | +99.4% | +16.3% |
| All | +1,351.6% | +0.8% | +1,350.8% | +929.7% |
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 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