+25.5%
LSCC vs IOVA
-67.9%
+93.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.9% | +3.3% | +6.6% |
| 7D | +13.0% | -5.2% | +18.1% | +13.9% |
| 30D | -19.8% | -37.8% | +17.9% | -15.5% |
| 3M | -18.4% | +29.5% | -47.9% | -23.4% |
| 6M | -16.1% | +96.6% | -112.7% | -27.7% |
| YTD | +42.7% | +194.5% | -151.8% | +13.0% |
| 1Y | +68.0% | +248.1% | -180.0% | +28.5% |
| 3Y | +85.8% | +86.1% | -0.3% | +35.4% |
| All | +25.5% | -67.9% | +93.4% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling