+73.0%
LMT vs INVH
-20.2%
+93.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -0.2% | -3.0% | +2.8% | +0.3% |
| 30D | -13.1% | -7.5% | -5.5% | -12.0% |
| 3M | -3.9% | -5.5% | +1.7% | -3.1% |
| 6M | -18.3% | +11.7% | -30.0% | -19.8% |
| YTD | +10.3% | +1.3% | +9.0% | +10.0% |
| 1Y | +14.2% | -6.1% | +20.3% | +15.2% |
| 3Y | +35.0% | -9.8% | +44.7% | +36.2% |
| All | +73.0% | -20.2% | +93.2% | +74.3% |
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