+82.0%
LSCC vs IOVA
-64.9%
+146.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.9% |
| 7D | +1.3% | +9.7% | -8.4% | 0.0% |
| 30D | -9.7% | +102.5% | -112.2% | -19.7% |
| 3M | -23.7% | +100.7% | -124.4% | -32.6% |
| 6M | +26.5% | +106.3% | -79.9% | +9.8% |
| YTD | +57.5% | +222.0% | -164.5% | +25.9% |
| 1Y | +75.7% | +299.5% | -223.9% | +33.3% |
| 3Y | +19.5% | +42.9% | -23.5% | -7.3% |
| All | +82.0% | -64.9% | +146.9% | +61.5% |
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