+104.8%
LSCC vs IOVA
+99.0%
+5.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.7% | -7.2% | -5.7% |
| 7D | +7.0% | -3.5% | +10.5% | +7.5% |
| 30D | -2.3% | -45.4% | +43.1% | +3.9% |
| 3M | -12.5% | +19.0% | -31.5% | -16.3% |
| 6M | -10.6% | +112.0% | -122.6% | -22.1% |
| YTD | +52.7% | +184.2% | -131.6% | +25.2% |
| 1Y | +74.0% | +222.0% | -148.0% | +39.4% |
| 3Y | +104.8% | +92.6% | +12.2% | +53.3% |
| All | +104.8% | +99.0% | +5.8% | +53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling