+23.4%
LBRT vs INVH
-9.6%
+33.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.2% | -3.7% | -5.5% |
| 7D | +2.3% | -3.1% | +5.4% | +2.8% |
| 30D | -2.9% | -7.5% | +4.6% | -1.8% |
| 3M | -26.1% | -6.3% | -19.8% | -25.6% |
| 6M | -26.2% | +9.4% | -35.6% | -28.7% |
| YTD | +13.7% | +1.4% | +12.2% | +12.1% |
| 1Y | +93.6% | -4.1% | +97.7% | +94.9% |
| All | +23.4% | -9.6% | +33.0% | +24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling