+35.9%
LBRT vs INVH
+52.1%
-16.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.0% | +1.0% |
| 7D | +1.8% | -3.0% | +4.8% | +3.3% |
| 30D | -2.5% | -7.5% | +5.0% | +0.9% |
| 3M | -24.9% | -5.5% | -19.4% | -23.3% |
| 6M | -29.5% | +11.7% | -41.2% | -34.2% |
| YTD | +14.7% | +1.3% | +13.4% | +11.6% |
| 1Y | +91.7% | -6.1% | +97.8% | +93.1% |
| 3Y | +24.6% | -9.8% | +34.4% | +26.3% |
| 5Y | +127.7% | -19.7% | +147.4% | +141.7% |
| All | +35.9% | +52.1% | -16.2% | +2.0% |
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