+173.2%
LMT vs INVH
+75.5%
+97.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.7% |
| 7D | -0.5% | -3.1% | +2.6% | +0.4% |
| 30D | -10.8% | -7.5% | -3.3% | -8.7% |
| 3M | +1.6% | -6.3% | +7.9% | +3.4% |
| 6M | -17.6% | +9.4% | -27.0% | -20.1% |
| YTD | +11.6% | +1.4% | +10.2% | +10.5% |
| 1Y | +17.2% | -4.1% | +21.3% | +18.0% |
| 3Y | +35.7% | -9.2% | +44.9% | +36.9% |
| 5Y | +75.2% | -19.6% | +94.8% | +80.6% |
| All | +173.2% | +75.5% | +97.7% | +110.3% |
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 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