+222.1%
LNG vs INVH
-20.2%
+242.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -4.7% | -3.0% | -1.7% | -4.0% |
| 30D | +3.8% | -7.5% | +11.3% | +5.7% |
| 3M | +16.2% | -5.5% | +21.7% | +17.6% |
| 6M | +11.7% | +11.7% | 0.0% | +8.5% |
| YTD | +44.2% | +1.3% | +42.9% | +43.2% |
| 1Y | +18.6% | -6.1% | +24.6% | +19.9% |
| 3Y | +77.4% | -9.8% | +87.2% | +79.8% |
| All | +222.1% | -20.2% | +242.3% | +231.5% |
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