+363.9%
LIN vs INVH
+79.4%
+284.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.2% | -0.3% |
| 7D | -4.0% | -2.3% | -1.7% | -3.1% |
| 30D | -4.9% | -5.7% | +0.8% | -2.7% |
| 3M | -9.2% | -4.5% | -4.7% | -7.6% |
| 6M | -2.6% | +11.0% | -13.5% | -6.9% |
| YTD | +10.5% | +3.7% | +6.8% | +8.2% |
| 1Y | -0.1% | -2.8% | +2.8% | +0.3% |
| 3Y | +25.4% | -7.1% | +32.5% | +26.3% |
| 5Y | +59.7% | -19.4% | +79.1% | +68.4% |
| All | +363.9% | +79.4% | +284.4% | +263.8% |
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