+1,904.7%
LSCC vs IOVA
-92.6%
+1,997.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -11.0% | +2.4% | -8.2% |
| 7D | -4.8% | -19.0% | +14.2% | -4.0% |
| 30D | -27.1% | -40.3% | +13.2% | -25.8% |
| 3M | -23.6% | +78.3% | -101.9% | -26.0% |
| 6M | -19.8% | +94.5% | -114.3% | -22.9% |
| YTD | +33.2% | +183.5% | -150.3% | +25.6% |
| 1Y | +55.2% | +327.6% | -272.4% | +43.6% |
| 3Y | +70.1% | +83.8% | -13.7% | +58.8% |
| 5Y | +19.5% | -69.0% | +88.6% | +15.5% |
| 10Y | +1,164.9% | +33.4% | +1,131.5% | +1,082.3% |
| All | +1,904.7% | -92.6% | +1,997.3% | +1,631.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling