+1,570.4%
LLY vs INVH
+75.4%
+1,495.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -2.9% | -3.0% | +0.1% | -2.0% |
| 30D | -8.4% | -7.5% | -0.9% | -6.3% |
| 3M | -3.8% | -5.5% | +1.8% | -2.1% |
| 6M | +11.9% | +11.7% | +0.2% | +8.1% |
| YTD | +4.3% | +1.3% | +3.0% | +3.5% |
| 1Y | +48.5% | -6.1% | +54.5% | +50.5% |
| 3Y | +91.2% | -9.8% | +101.0% | +94.5% |
| 5Y | +387.5% | -19.7% | +407.2% | +407.8% |
| All | +1,570.4% | +75.4% | +1,495.0% | +1,397.0% |
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