+189.2%
LHX vs INVH
+75.4%
+113.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | -4.3% | -3.0% | -1.3% | -3.2% |
| 30D | -15.1% | -7.5% | -7.6% | -12.7% |
| 3M | -21.0% | -5.5% | -15.4% | -19.4% |
| 6M | -32.0% | +11.7% | -43.7% | -34.9% |
| YTD | -15.3% | +1.3% | -16.7% | -16.2% |
| 1Y | -11.1% | -6.1% | -5.0% | -9.5% |
| 3Y | +54.0% | -9.8% | +63.8% | +56.6% |
| 5Y | +17.1% | -19.7% | +36.8% | +22.3% |
| All | +189.2% | +75.4% | +113.9% | +121.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling