+1,582.7%
LLY vs INVH
+79.7%
+1,503.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.0% |
| 7D | -3.1% | -3.1% | 0.0% | -2.2% |
| 30D | -5.1% | -7.1% | +2.0% | -3.0% |
| 3M | -2.1% | -3.0% | +0.9% | -1.2% |
| 6M | +13.8% | +10.1% | +3.7% | +10.4% |
| YTD | +5.1% | +3.8% | +1.2% | +3.5% |
| 1Y | +53.1% | -2.1% | +55.2% | +53.3% |
| 3Y | +95.6% | -7.0% | +102.6% | +97.1% |
| 5Y | +361.5% | -20.6% | +382.1% | +382.7% |
| All | +1,582.7% | +79.7% | +1,503.0% | +1,397.1% |
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