+65.9%
LSCC vs IOVA
+233.9%
-168.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.2% |
| 7D | +5.0% | -8.5% | +13.5% | +5.8% |
| 30D | -11.7% | -44.7% | +33.0% | -9.0% |
| 3M | -13.3% | +26.2% | -39.6% | -14.8% |
| 6M | -12.5% | +123.2% | -135.7% | -17.6% |
| YTD | +51.2% | +196.0% | -144.8% | +43.3% |
| 1Y | +65.9% | +240.9% | -175.0% | +57.6% |
| All | +65.9% | +233.9% | -168.0% | +57.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling