+35.1%
LSCC vs IOVA
-63.3%
+98.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.0% |
| 3M | -12.5% | +19.0% | -31.5% | -16.9% |
| 6M | -10.6% | +112.0% | -122.6% | -23.8% |
| YTD | +52.7% | +184.2% | -131.6% | +21.3% |
| 1Y | +74.0% | +222.0% | -148.0% | +34.8% |
| 3Y | +104.8% | +92.6% | +12.2% | +47.9% |
| All | +35.1% | -63.3% | +98.4% | +20.5% |
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