+170.2%
LMT vs INVH
+75.4%
+94.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -0.2% | -3.0% | +2.8% | +0.7% |
| 30D | -13.1% | -7.5% | -5.5% | -11.0% |
| 3M | -3.9% | -5.5% | +1.7% | -2.4% |
| 6M | -18.3% | +11.7% | -30.0% | -21.3% |
| YTD | +10.3% | +1.3% | +9.0% | +9.3% |
| 1Y | +14.2% | -6.1% | +20.3% | +15.7% |
| 3Y | +35.0% | -9.8% | +44.7% | +36.5% |
| 5Y | +73.2% | -19.7% | +92.9% | +78.6% |
| All | +170.2% | +75.4% | +94.8% | +108.0% |
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