-15.3%
LBRT vs INVH
+49.9%
-65.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.7% |
| 7D | +9.2% | -0.9% | +10.1% | +9.7% |
| 30D | -27.5% | +1.2% | -28.7% | -28.4% |
| 3M | -37.9% | -10.4% | -27.5% | -35.2% |
| 6M | -60.7% | -3.6% | -57.1% | -60.7% |
| YTD | -28.5% | -0.1% | -28.4% | -30.5% |
| 1Y | -13.2% | -0.7% | -12.6% | -15.6% |
| 3Y | -28.8% | -4.6% | -24.2% | -30.5% |
| 5Y | +28.0% | -21.7% | +49.6% | +36.7% |
| All | -15.3% | +49.9% | -65.3% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 10y: compounded portfolio wealth divided by compounded INVH 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…
10y analysis · Full analysis span regression · 6 months rolling