+391.2%
LLY vs INVH
-19.5%
+410.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | +0.1% |
| 7D | -3.1% | -2.3% | -0.8% | -2.4% |
| 30D | -8.6% | -5.7% | -2.9% | -7.1% |
| 3M | -1.6% | -4.5% | +2.8% | -0.4% |
| 6M | +11.8% | +11.0% | +0.9% | +8.5% |
| YTD | +5.1% | +3.7% | +1.4% | +3.7% |
| 1Y | +50.7% | -2.8% | +53.6% | +51.4% |
| 3Y | +95.7% | -7.1% | +102.8% | +97.6% |
| All | +391.2% | -19.5% | +410.7% | +419.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling